predict.Pmix {REBayes}R Documentation

Predict Method for Pmix

Description

Predict Method for Poisson Mixtures

Usage

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

Arguments

object

fitted object of class "Pmix"

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 harmonic mean predictions, 0 to get modal predictions or any tau in (0,1) to get tau-th quantile predictions. The posterior harmonic mean is the Bayes rule for quadratic loss weighted by variances as in Clevenson and Zidek (1975).

newexposure

exposure values for the predictions

...

optional arguments to predict

Details

The predict method for Pmix objects will compute means, quantiles or modes of the posterior according to the Loss argument. Typically, newdata would be passed to predict

Value

A vector of predictions

Author(s)

Jiaying Gu and Roger Koenker

References

Clevenson, M. L. and Zidek, J. V. 1975. Simultaneous Estimation of the Means of Independent Poisson Laws, Journal of the American Statistical Association, 70, 698-705.


[Package REBayes version 2.56 Index]