pred-Bayes.fit-method: Bayesian prediction method for a class object Bayes.fit In mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

Description

Bayesian prediction

Usage

 ```1 2 3 4 5 6``` ```## S4 method for signature 'Bayes.fit' pred(x, invariant = FALSE, level = 0.05, newwindow = FALSE, plot.pred = TRUE, plot.legend = TRUE, burnIn, thinning, only.interval = TRUE, sample.length = 500, cand.length = 100, trajectories = FALSE, ylim, xlab = "times", ylab = "X", col = 3, lwd = 2, ...) ```

Arguments

 `x` Bayes.fit class `invariant` logical(1), if TRUE, the initial value is from the invariant distribution X_t~N(α/β, σ^2/2β) for the OU and X_t~Γ(2α/σ^2, σ^2/2β) for the CIR process, if FALSE (default) X0 is fixed from the data starting points `level` alpha for the predicion intervals, default 0.05 `newwindow` logical(1), if TRUE, a new window is opened for the plot `plot.pred` logical(1), if TRUE, the results are depicted grafically `plot.legend` logical(1), if TRUE, a legend is added to the plot `burnIn` optional, if missing, the proposed value of the mixedsde.fit function is taken `thinning` optional, if missing, the proposed value of the mixedsde.fit function is taken `only.interval` logical(1), if TRUE, only prediction intervals are calculated, much faster than sampling from the whole predictive distribution `sample.length` number of samples to be drawn from the predictive distribution, if only.interval = FALSE `cand.length` number of candidates for which the predictive density is calculated, i.e. the candidates to be drawn from `trajectories` logical(1), if TRUE, only trajectories are drawn from the point estimations instead of sampling from the predictive distribution, similar to the frequentist approach `ylim` optional `xlab` optional, default 'times' `ylab` optional, default 'X' `col` color for the prediction intervals, default 3 `lwd` linewidth for the prediction intervals, default 3 `...` optional plot parameters

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: a R package to fit mixed stochastic differential equations.

mixedsde documentation built on May 1, 2019, 7:33 p.m.