predict.tvRRR: Predict method for tvRRR object

In b-brune/tvRRR: Time-varying reduced-rank regression using state-space models

Description

Predict method for tvRRR object

Usage

## S3 method for class 'tvRRR'
predict(object, newdata = NULL, silent = FALSE, ...)

Arguments

object	object of class tvRRR as returned by tvRRR() function
newdata	can be specified differently with differing behavior: if NULL, the fitted.tvRRR() method is called and fitted values for the initial data are calculated a named list of length 1 or 2 containing predictors X and u for predictions using the last state fitted a named list of length 2 or 3 containing targets y, predictors X and, optionally additional predictors u; here the estimated states are updated in every step of the algorithm
silent	specifies whether a message should be printed regarding the type of prediction
...	ignored

Value

The predicted target variables in the specified setup (as a matrix)

b-brune/tvRRR documentation built on Dec. 19, 2021, 6:37 a.m.