predict_var_prior: predict_var_prior

Description Usage Arguments Value

View source: R/Predict.R

Description

Predicts the variance of response, given covariates X, logit regression coefficients alpha and a specified model of expert functions.

Usage

1
predict_var_prior(X, alpha, model, exposure_future = list())

Arguments

X

A matrix of covariates.

alpha

A matrix of logit regression coefficients.

model

A matrix specifying the expert functions.

exposure_future

A vector indicating the time exposure of each observation. If nothing is supplied, it is set to 1.0 by default.

Value

result A matrix of predicted variance of response, based on prior probabilities.


UofTActuarial/LRMoE documentation built on Feb. 18, 2022, 1:36 a.m.