get_cloud_quantiles: Compute Quantile Estimates from Particle Cloud

In dynamichazard: Dynamic Hazard Models using State Space Models

Compute Quantile Estimates from Particle Cloud

Description

Computes the estimated quantiles from a particle cloud.

Usage

get_cloud_quantiles(object, ...)

## S3 method for class 'PF_EM'
get_cloud_quantiles(object, ...)

## S3 method for class 'PF_clouds'
get_cloud_quantiles(
  object,
  cov_index = NULL,
  qlvls = c(0.05, 0.5, 0.95),
  type = c("smoothed_clouds", "forward_clouds", "backward_clouds"),
  ...
)

Arguments

object	object with class PF_EM or PF_clouds.
...	named arguments to pass to the PF_clouds method.
cov_index	integer vector with indices of the random effect to include.
qlvls	numeric vector with values in [0,1] with the quantiles to compute.
type	character with the type of cloud to compute quantiles for.

Value

A 3 dimensional array where the first dimension is the quantiles, the second dimension is the random effect, and the third dimension is the time.

dynamichazard documentation built on Oct. 6, 2022, 1:08 a.m.