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predict.GLmix

Predict Method for GLmix


Description

Predict Method for Gaussian Location Mixtures

Usage

## S3 method for class 'GLmix'
predict(object, newdata, Loss = 2, newsigma = NULL,
  ...)

Arguments

object

fitted object of class "GLmix"

newdata

Values at which prediction is desired

Loss

Loss function used to generate prediction: Currently supported values: 2 to get mean predictions, 1 to get median predictions, 0 to get modal predictions or any tau in (0,1) to get tau-th quantile predictions.

newsigma

sigma values for the predictions

...

optional arguments to predict

Details

The predict method for GLmix objects will compute means, quantiles or modes of the posterior according to the Loss argument. Typically, newdata would be passed to predict

Value

A vector of predictions

Author(s)

Roger Koenker


REBayes

Empirical Bayes Estimation and Inference

v2.2
GPL (>= 2)
Authors
Roger Koenker [aut, cre], Jiaying Gu [ctb], Ivan Mizera [ctb]
Initial release

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