PIT.gamboostLSS: Probability integral transform for Para_gamboostLSS objects

In jbrowell/ProbCast: Flexible Probabilistic Forecasting

Probability integral transform for Para_gamboostLSS objects

Description

This function calculates the probability integral transformation for gamboostLSS models.

Usage

## S3 method for class 'gamboostLSS'
PIT(models, data, dist_fun, response_name, ...)

Arguments

models	A Para_gamboostLSS object.
data	Input data corresponding to qrdata.
dist_fun	cumulative distribution function corresponging to families specified in gamboostLSS model (see example).
response_name	name of response variable in data object.

Value

The probability integral transform of data through the predictive distribution defined by a list of gamboostLSS objects.

Author(s)

Ciaran Gilbert, [e-mail]

jbrowell/ProbCast documentation built on July 20, 2024, 1:53 p.m.