predictCopulaGAMM {CopulaGAMM} | R Documentation |
Conditional expectation for a copula-based estimation of mixed regression models for continuous or discrete response
Description
Compute the conditional expectation of a copula-based 2-level hierarchical model for disctrete response.
Usage
predictCopulaGAMM(object, newdata, m = 100)
Arguments
object |
Object of class “CopulaGAMM“ generated by EstCopulaGAMM. |
newdata |
List of variables for be predicted (“clu“ for clusters, “xc“ for the copula covariates, and “xm“ for the margins covariates). The covariates can be NULL. |
m |
Number of points for the numerical integration in the discrete case (default is 100). |
Value
mest |
Conditional expectations (conditional probabilities for the multinomial case |
Author(s)
Pavel Krupskii and Bruno N. Remillard, January 20, 2023
References
Krupskii, Nasri & Remillard (2023). On factor copula-based mixed regression models
Examples
data(out.poisson)
newdata = list(clu=c(1:50),xc=rep(0.2,50),xm=rep(0.5,50))
pred= predictCopulaGAMM(out.poisson,newdata,m=100)
[Package CopulaGAMM version 0.6.5 Index]