predict.kdecopula {kdecopula} | R Documentation |
Prediction method for kdecop()
fits
Description
Predicts the pdf, cdf, or (inverse) h-functions by calling dkdecop()
,
pkdecop()
, or hkdecop()
.
Usage
## S3 method for class 'kdecopula'
predict(object, newdata, what = "pdf", stable = FALSE,
...)
Arguments
object |
an object of class |
newdata |
evaluation point(s), a length two vector or a matrix with two columns. |
what |
what to predict, one of |
stable |
only used for |
... |
unused. |
Value
A numeric vector of predictions.
Examples
data(wdbc)
udat <- apply(wdbc[, -1], 2, function(x) rank(x) / (length(x) + 1))
fit <- kdecop(udat[, 5:6])
all.equal(predict(fit, c(0.1, 0.2)), dkdecop(c(0.1, 0.2), fit))
all.equal(predict(fit, udat, "hfunc1"), hkdecop(udat, fit, cond.var = 1))
[Package kdecopula version 0.9.2 Index]