Predictions for Boosted crch Models
Description
Obtains various types of predictions for crch.boost models.
Usage
## S3 method for class 'crch.boost'
predict(object, newdata = NULL, mstop = NULL, ...)
Arguments
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. |
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.
See Also
crch.boost,predict.crch