predict.EQRN_seq: Predict method for an EQRN_seq fitted object

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Predict method for an EQRN_seq fitted object

Description

Predict method for an EQRN_seq fitted object

Usage

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

Arguments

object

Fitted "EQRN_seq" object.

...

Arguments passed on to EQRN_predict_seq X Matrix of covariates to predict the corresponding response's conditional quantiles. Y Response variable vector corresponding to the rows of X. 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. crop_predictions Whether to crop out the fist seq_len observations (which are NA) from the returned matrix. seq_len Data sequence length (i.e. number of past observations) used to predict each response quantile. By default, the training fit_eqrn$seq_len is used. device (optional) A torch::torch_device(). Defaults to default_device().

Details

See EQRN_predict_seq() for more details.

Value

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