predict_u: Predict latent variable

In samorso/nfcm: Spline Based Nonlinear Factor Copula Model

Predict latent variable

Description

Estimate the latent variable u.

Usage

predict_u(
  lambda,
  w,
  type = "b",
  splines_control = splines.control(),
  method = "map"
)

Arguments

lambda	vector spline coefficients (\Lambda vectorized).
w	uniform(0,1) matrix of observations.
type	specify spline basis, either "b" (default), "c", "i" or "m";
splines_control	control (see splines.control).
method	method to estimate the latent variable, either "map" (default) or "blup".

Value

Estimates for u, return a vector if method="map" and a matrix if method="blup".

samorso/nfcm documentation built on Oct. 13, 2024, 9:35 p.m.