cpit: Conditional probability integral transform

In tnagler/vinereg: D-Vine Quantile Regression

Conditional probability integral transform

Description

Calculates the conditional distribution of the response given the covariates.

Usage

cpit(object, newdata, cores = 1)

Arguments

object	an object of class vinereg.
newdata	matrix of response and covariate values for which to compute the conditional distribution.
cores	integer; the number of cores to use for computations.

Examples

# simulate data
x <- matrix(rnorm(200), 100, 2)
y <- x %*% c(1, -2)
dat <- data.frame(y = y, x = x, z = as.factor(rbinom(100, 2, 0.5)))

# fit vine regression model
fit <- vinereg(y ~ ., dat)

hist(cpit(fit, dat)) # should be approximately uniform

tnagler/vinereg documentation built on Feb. 13, 2024, 3:50 a.m.