predict_mpredcc: Prediction for the Mean and Predictor Covariance-Connected...

In koekvall/mpredcc: Fully Likelihood-based Principal Components Regression

Description

Prediction for the Mean and Predictor Covariance-Connected (MPREDCC) regression model; iid or autoregressive structures supported.

Usage

predict_mpredcc(X_new, Beta, mu_Y = 0, a = NULL, Y_rec = NULL)

Arguments

X_new	The observed X values for which to predict Y.
Beta	The coefficient for X in the distribution of Y | X, equal to Psi x alpha.
mu_Y	Mean parameter for responses.
a	Vector of autoregressive parameters for the response, first element corresponds to first lag.
Y_rec	Vector of the most recently observed responses, needed to forecast if there is autoregressive structure in the response.

Value

Vector with predicted responses (Y_hat).

koekvall/mpredcc documentation built on Nov. 4, 2019, 3:54 p.m.