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.