predict_depmix: Predict 'depmix' or 'mix' models

In aliaksah/depmixS4pp: Model Selection in Dependent Mixture Models - Hidden Markov Models of GLMs and Other Distributions in S4

Description

predict_depmix predict based on depmix or mix models, optionally based on a mode state.

Usage

	predict_depmix(object, test, mode)

Arguments

object	An object of class (dep-)mix.
test	Data set for predictions.
mode	Indicates whether the mode state will be used for predictions (most probable states' sequence will be used otherwise)

Details

Prediction function.

Value

predict_depmix returns a vector of values of linear predictor (for glm you should further transform them through the appropriate link function) and the corresponding states of the latent process:

y:

Values of the linear predictor.

s :

States corresponding to the values of the linear predictor.

Author(s)

Aliaksandr Hubin

aliaksah/depmixS4pp documentation built on Jan. 21, 2020, 9:18 a.m.