predict.HLmix: Predict Method for HLmix

In REBayes: Empirical Bayes Estimation and Inference

Predict Method for HLmix

Description

Predict Method for Huber Location Mixtures

Usage

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

Arguments

object	fitted object of class "HLmix"
newdata	Values 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.
newsigma	sigma values for the predictions
...	optional arguments to predict

Details

The predict method for HLmix objects computes means, quantiles or modes of the posterior according to the Loss argument. Typically, newdata would be passed to predict. Note that if newdata is simply equal to the original observations (denoising case) then the

Value

A vector of predictions

Author(s)

Roger Koenker

REBayes documentation built on Dec. 3, 2025, 5:06 p.m.