Usage
"predict"(object, newexperts = NULL, newY = NULL, awake = NULL, online = TRUE, type = c("model", "response", "weights", "all"), ...)
Arguments
object
Object of class inheriting from 'mixture'
newexperts
An optional matrix in which to look for expert advice with which
predict. If omitted, the past predictions of the object are returned and the
object is not updated.
newY
An optional matrix with d columns (or vector if $d=1$) of observations to be predicted. If provided, it
should have the same number of rows as the number of rows of newexperts.
If omitted, the object (i.e, the aggregation rule) is not updated.
awake
An optional array specifying the
activation coefficients of the experts. It must have the same dimension as experts. Its entries lie in [0,1].
Possible if some experts are specialists and do not always form and suggest
prediction. If the expert number k at instance t does not
form any prediction of observation Y_t, we can put
awake[t,k]=0 so that the mixture does not consider expert k in
the mixture to predict Y_t.
online
A boolean determining if the observations in newY are predicted
sequentially (by updating the object step by step) or not. If FALSE,
the observations are predicting using the object (without using any past
information in newY). If TRUE, newY and newexperts should not be null.
type
Type of prediction. It can be
...
further arguments are ignored