CKT.fit.nNet: Predict the values of conditional Kendall's tau using Model...

In CondCopulas: Estimation and Inference for Conditional Copula Models

Predict the values of conditional Kendall's tau using Model Averaging of Neural Networks

Description

Predict the values of conditional Kendall's tau using Model Averaging of Neural Networks

Usage

CKT.predict.nNets(fit, newZ, aggregationMethod = "mean")

Arguments

fit	result of a call to CKT.fit.nNet
newZ	new matrix of observations, with the same number of variables. and same names as the designMatrix that was used to fit the neural networks.
aggregationMethod	the method to be used to aggregate all the predictions together. Can be "mean" or "median".

Value

CKT.predict.nNets returns a vector of (predicted) conditional Kendall's taus of the same size as the number of rows of the matrix newZ.

CondCopulas documentation built on Sept. 11, 2024, 9:10 p.m.