predict.hill {extremefit} | R Documentation |
Predict the adaptive survival or quantile function
Description
Give the adaptive survival function or quantile function
Usage
## S3 method for class 'hill'
predict(object, newdata = NULL, type = "quantile",
input = NULL, threshold.rank = 0, threshold = 0, ...)
Arguments
object |
output object of the function hill. |
newdata |
optionally, a data frame or a vector with which to predict. If omitted, the original data points are used. |
type |
either "quantile" or "survival". |
input |
optionnaly, the name of the variable to estimate. |
threshold.rank |
the rank value for the hill output of the threshold, with default value 0. |
threshold |
the value of threshold, with default value 0. |
... |
further arguments passed to or from other methods. |
Details
If type = "quantile", newdata
must be between 0 and 1. If type = "survival", newdata
must be in the domain of the data from the hill
function.
If newdata
is a data frame, the variable from which to predict must be the first one or its name must start with a "p" if type = "quantile" and "x" if type = "survival".
The name of the variable from which to predict can also be written as input
.
Value
The function provide the quantile assiociated to the adaptive model for the probability grid (transformed to -log(1-p) in the output) if type = "quantile". And the survival function assiociated to the adaptive model for the quantile grid if type = "survival".
See Also
Examples
x <- abs(rcauchy(100))
hh <- hill(x)
#example for a fixed value of threshold
predict(hh, threshold = 3)
#example for a fixed rank value of threshold
predict(hh, threshold.rank = 30)