predict.crch.boost: Predictions for Boosted crch Models

In crch: Censored Regression with Conditional Heteroscedasticity

Predictions for Boosted crch Models

Description

Obtains various types of predictions for crch.boost models.

Usage

## S3 method for class 'crch.boost'
predict(object, newdata = NULL, mstop = NULL, ...)

Arguments

object	an object of class "crch.boost".
newdata	an optional data frame in which to look for variables with which to predict.
mstop	stopping iteration. Can be either a character ("max", "aic", "bic", "cv") or a numeric value. If not NULL, newdata has to be supplied.
...	further arguments passed to or from other methods.

Value

For type "response", "location", or "scale" a vector with either the location or the scale of the predicted distribution.

For type "quantile" a matrix of predicted quantiles each column corresponding to an element of at.

See Also

crch.boost,predict.crch

crch documentation built on Sept. 30, 2024, 9:22 a.m.