predict.HLmix {REBayes}

Predict Method for HLmix

Description

Predict Method for Huber Location Mixtures

Usage

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

Arguments

object

fitted object of class "HLmix"

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 HLmix objects computes means, quantiles or modes of the posterior according to the Loss argument. Typically, newdata would be passed to predict. Note that if newdata is simply equal to the original observations (denoising case) then the

Value

A vector of predictions

Author(s)

Roger Koenker