test_gFA: Predict from grouped FA model

In gregorp90/RStan-package-test: Copula-Based Factor Analysis

Description

This function predicts based on the estimation of the gFA model train_gFA.

Usage

test_gFA(tr_fa, gp_test, test, logl = T, L_intg = F)

Arguments

tr_fa	An object resulting from train_FA.
gp_test	A vector of groups for each observation.
test	data frame. Test data set for evaluation.
L_intg	logical. Should the likelihood be integrated across suitable borders? Defaults to FALSE, which uses an approximation with MVN density. Special care needs to be taken when integrating, as the likelihood is likely to be 0 in higher dimensions due to machine precision.

Value

A list.

predictions	A numeric vector of predictions for all observations in the test set.
log_lik	A numeric vector of log-likelihoods for all observations in the test set.

See Also

train_FA

gregorp90/RStan-package-test documentation built on May 26, 2019, 1:32 a.m.