Description Usage Arguments Value Examples
Compute the fitted values from a carx
object.
Note that the existence of censoring invalidates the usual Markov property for an AR model.
Instead, the conditional distribution of Y^*_t given the past Ys and current
and past covariates is the same as the conditional distribution
D_t = D(Y^*_t|X_t, {(Y_{j}, X_j )}_{j=τ}^{t-1} ),
where 1 ≤ τ ≤ t-p is the largest integer t such that
none of Y_t;t=τ+p-1,...,τ is censored. In the case that τ = t-p,
the fitted value can be readily computed; otherwise, the fitted value is computed as the
mean of the distribution
D_t by the function mtmvnorm
from the package tmvtnorm.
1 2 |
object |
a fitted |
... |
not used. |
the fitted values.
1 2 3 4 |
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