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 *Y*s 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.

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carx documentation built on May 19, 2017, 4:23 p.m.

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