qgev_p1_ppm {fitdistcp} | R Documentation |
Temporary dummy for one of the ppm models
Description
Temporary dummy for one of the ppm models
Usage
qgev_p1_ppm(x, t, n0, p)
Arguments
x |
a vector of training data values |
t |
a vector of predictors, such that |
n0 |
an index for the predictor
(specify either |
p |
a vector of probabilities at which to generate predictive quantiles |
Value
q****
returns a list containing at least the following:
-
ml_params:
maximum likelihood estimates for the parameters. -
ml_value:
the value of the log-likelihood at the maximum. -
standard_errors:
estimates of the standard errors on the parameters, from the inverse observed information matrix. -
ml_quantiles:
quantiles calculated using maximum likelihood. -
cp_quantiles:
predictive quantiles calculated using a calibrating prior. -
maic:
the AIC score for the maximum likelihood model, times -1/2. -
cp_method:
a comment about the method used to generate thecp
prediction.
For models with predictors, q****
additionally returns:
-
predictedparameter:
the estimated value for parameter, as a function of the predictor. -
adjustedx:
the detrended values ofx
r****
returns a list containing the following:
-
ml_params:
maximum likelihood estimates for the parameters. -
ml_deviates:
random deviates calculated using maximum likelihood. -
cp_deviates:
predictive random deviates calculated using a calibrating prior. -
cp_method:
a comment about the method used to generate thecp
prediction.
d****
returns a list containing the following:
-
ml_params:
maximum likelihood estimates for the parameters. -
ml_pdf:
density function from maximum likelihood. -
cp_pdf:
predictive density function calculated using a calibrating prior (not available in EVT routines, for mathematical reasons, unless using RUST). -
cp_method:
a comment about the method used to generate thecp
prediction.
p***
returns a list containing the following:
-
ml_params:
maximum likelihood estimates for the parameters. -
ml_cdf:
distribution function from maximum likelihood. -
cp_cdf:
predictive distribution function calculated using a calibrating prior (not available in EVT routines, for mathematical reasons, unless using RUST). -
cp_method:
a comment about the method used to generate thecp
prediction.
t***
returns a list containing the following:
-
theta_samples:
random samples from the parameter posterior.