crch: predict.crch.boost – R documentation

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predict.crch.boost

Predicted/Fitted Values for boosted CRCH Fits

Obtains various types of predictions for crch.boost models.

## S3 method for class 'crch.boost'
predict(object, newdata = NULL, mstop = NULL, ...)

`object`	an object of class `"crch.boost"`.
`newdata`	an optional data frame in which to look for variables with which to predict.
`mstop`	stopping iteration. Can be either a character (`"max"`, `"aic"`, `"bic"`, `"cv"`) or a numeric value. If not `NULL`, newdata has to be supplied.
`...`	further arguments passed to or from other methods.

For type "response", "location", or "scale" a vector with either the location or the scale of the predicted distribution.

For type "quantile" a matrix of predicted quantiles each column corresponding to an element of at.