pred-Bayes.fit-method: Bayesian prediction method for a class object Bayes.fit

In charlottedion/mixedsde: Estimation Methods for Stochastic Differential Mixed Effects Models

Description

Bayesian prediction

Usage

## 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.

charlottedion/mixedsde documentation built on May 13, 2019, 3:35 p.m.