gfilinregPredictive: Fiducial predictive distribution

In gfilinreg: Generalized Fiducial Inference for Low-Dimensional Robust Linear Regression

Description

Simulations of the fiducial predictive distribution.

Usage

gfilinregPredictive(fidsamples, newdata)

Arguments

fidsamples	fiducial samples, the output of gfilinreg
newdata	dataframe in which to look for variables with which to predict, or NULL if the model is intercept-only

Value

A list with two fields: FPD, a dataframe containing the simulations, and weight, their weight. This is a gfilinreg object.

Examples

set.seed(666L)
x <- c(1, 2, 3, 4)
y <- x + 3 * rcauchy(4L)
gf <- gfilinreg(y ~ x, distr = "cauchy", L = 30L, nthreads = 2L)
gfpred <- gfilinregPredictive(gf, data.frame(x = c(4, 5)))
gfiSummary(gfpred)

gfilinreg documentation built on March 17, 2021, 1:06 a.m.