QRN_seq_predict: Predict function for a QRN_seq fitted object
In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

QRN_seq_predict

R Documentation

Predict function for a QRN_seq fitted object

Description

Predict function for a QRN_seq fitted object

Usage

QRN_seq_predict(
  fit_qrn_ts,
  X,
  Y,
  q_level = fit_qrn_ts$interm_lvl,
  crop_predictions = FALSE,
  device = default_device()
)

Arguments

`fit_qrn_ts`	Fitted `"QRN_seq"` object.
`X`	Matrix of covariates to predict the corresponding response's conditional quantiles.
`Y`	Response variable vector corresponding to the rows of `X`.
`q_level`	Optional, checks that `q_level == fit_qrn_ts$interm_lvl`.
`crop_predictions`	Whether to crop out the fist `seq_len` observations (which are `NA`) from the returned matrix.
`device`	(optional) A `torch::torch_device()`. Defaults to `default_device()`.

Value

Matrix of size nrow(X) times 1 (or nrow(X)-seq_len times 1 if crop_predictions) containing the conditional quantile estimates of the corresponding response observations.

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