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crch

predict.crch

Predicted/Fitted Values for CRCH Fits

Description

Obtains various types of predictions for crch models.

Usage

## S3 method for class 'crch'
predict(object, newdata = NULL, type = c("location", "scale", 
  "response", "parameter", "density", "probability", "quantile", "crps"), 
  na.action = na.pass, at = 0.5, left = NULL, right = NULL, ...)

Arguments

`object`	an object of class `"crch"`.
`newdata`	an optional data frame in which to look for variables with which to predict.
`type`	type of prediction: `"location"` returns the location of the predicted distribution. `"scale"` returns the scale of the predicted distribution. `"response"` returns the expected value of the predicted distribution (not equal to location for censored and truncated distributions). `"parameter"` returns a data frame with predicted location and scale parameters. `"density"` evaluates the predictive density at `at`. `"probability"` evaluates the predictive CDF at `at`. `"quantile"` returns a matrix of predicted quantiles with quantile probabilities `at`. `"crps"` returns the CRPS of the predictive distributions at `at`.
`na.action`	a function which indicates what should happen when the data contain `NA`s. Default is na.pass
`at`	a vector of values to evaluate the predictive density (`type = "density"`), probability (`type = "probability"`), or CRPS (`type = "crps"`) or a vector of quantile probabilities used for `type = "quantile"`. Alternatively, with `at = "function"` a function is returned that takes `at` as an argument.
`left`	left censoring or truncation point. Only used for `type = "quantile"`. If NULL, censoring or truncation point is obtained from `object`.
`right`	right censoring or truncation point. Only used for `type = "quantile"`. If NULL, censoring or truncation point is obtained from `object`.
`...`	further arguments passed to or from other methods.

Value

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.