predict.GLVmix: Predict Method for GLVmix

In REBayes: Empirical Bayes Estimation and Inference

Predict Method for GLVmix

Description

Predict Method for Gaussian Location-scale Mixtures

Usage

## S3 method for class 'GLVmix'
predict(object, newdata, Loss = 2, ...)

Arguments

object	Fitted object of class "GLVmix"
newdata	data.frame with components(t,s,m) at which prediction is desired
Loss	Loss function used to generate prediction: Currently supported values: 2 to get mean predictions, 1 to get median predictions, 0 to get modal predictions or any tau in (0,1) to get tau-th quantile predictions.
...	optional arguments to predict

Details

The predict method for GLmix objects will compute means, quantiles or modes of the posterior according to the Loss argument. Typically, newdata would be passed to predict. Note that these predictions are for the location parameter only.

Value

A vector of predictions

Author(s)

Roger Koenker

REBayes documentation built on Aug. 19, 2023, 5:10 p.m.