DLSSM.predict: K-steps ahead prediction

In jiakunj/DLSSM: Dynamic Logistic State Space Prediction Model

K-steps ahead prediction

Description

do K-steps ahead prediction of state vector and probabilities based on current fitted model

Usage

DLSSM.predict(fit, K, newx)

Arguments

fit	A object generated by function DLSSM.init() or DLSSM.filter()
K	K-steps ahead of prediction
newx	optionally, a covariate matrix of subjects if it is needed to predict their probabilities.

Value

coef.pred	Matrix with row dimension K, including one-step ahead to K-steps ahead coefficients prediction. The k-th row correspond to k-step ahead prediction.
coef.pred.var	Array of covariance matrix corresponding to coef.pred.
prob.pred	Matrix with column dimension K, including predicted probabilities of subjects if covariates are provided. The k-th column correspond to k-step ahead prediction.

Author(s)

Jiakun Jiang, Wei Yang, Stephen E. Kimmel and Wensheng Guo

jiakunj/DLSSM documentation built on Dec. 31, 2022, 2:18 p.m.