predict {MVSKmod}R Documentation

MVSK Model Prediction

Description

Predicts response values given a list of covariate matrices and a model output from either MVVGmod or MVNIGmod.

Usage

predict(mod, X)

Arguments

mod

object outputted by either MVVGmod or MVNIGmod

X

Inputted covariate matrix

Value

Returns a list of predicted response matrices

Author(s)

Samuel Soon

Dipankar Bandyopadhyay

Qingyang Liu

Examples

set.seed(1234)
# num response variables
p <- ncol(gaad_res[[1]])
# num covariates
q <- ncol(gaad_cov[[1]])
# generate initial value to input, then run AECM with MVVG distribution
initial_mvnig_theta <- list(Theta = matrix(stats::rnorm(p*q), nrow = q, ncol = p),
                      A = rep(1,p),
                     rho = 0.3,
                     Psi = diag(p),
                     tgamma = 4)
mvnig_mod <- MVNIGmod(gaad_res[1:50], gaad_cov[1:50], initial_mvnig_theta)

predict(mvnig_mod, gaad_cov[1:50])

[Package MVSKmod version 0.1.0 Index]