predict.EQRN_iid: Predict method for an EQRN_iid fitted object

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Predict method for an EQRN_iid fitted object

Description

Predict method for an EQRN_iid fitted object

Usage

## S3 method for class 'EQRN_iid'
predict(object, ...)

Arguments

object

Fitted "EQRN_iid" object.

...

Arguments passed on to EQRN_predict 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().

Details

See EQRN_predict() for more details.

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.