predict.QRN_seq: Predict method for a QRN_seq fitted object

In EQRN: Extreme Quantile Regression Neural Networks for Risk Forecasting

Predict method for a QRN_seq fitted object

Description

Predict method for a QRN_seq fitted object

Usage

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

Arguments

object

Fitted "QRN_seq" object.

...

Arguments passed on to QRN_seq_predict 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().

Details

See QRN_seq_predict() for more details.

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.