EQRN_predict: Predict function for an EQRN_iid fitted object

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Predict function for an EQRN_iid fitted object

Description

Predict function for an EQRN_iid fitted object

Usage

EQRN_predict(
  fit_eqrn,
  X,
  prob_lvls_predict,
  intermediate_quantiles,
  interm_lvl = fit_eqrn$interm_lvl,
  device = default_device()
)

Arguments

fit_eqrn	Fitted "EQRN_iid" object.
X	Matrix of covariates to predict the corresponding response's conditional quantiles.
prob_lvls_predict	Vector of probability levels at which to predict the conditional quantiles.
intermediate_quantiles	Vector of intermediate conditional quantiles at level fit_eqrn$interm_lvl.
interm_lvl	Optional, checks that interm_lvl == fit_eqrn$interm_lvl.
device	(optional) A torch::torch_device(). Defaults to default_device().

Value

Matrix of size nrow(X) times prob_lvls_predict containing the conditional quantile estimates of the response associated to each covariate observation at each probability level. Simplifies to a vector if length(prob_lvls_predict)==1.

EQRN documentation built on April 4, 2025, 12:45 a.m.