summary.stochvolTMB_predict {stochvolTMB}R Documentation

Calculate quantiles based on predictions from the predictive distribution

Description

Calculate quantiles based on predictions from the predictive distribution

Usage

## S3 method for class 'stochvolTMB_predict'
summary(object, ..., quantiles = c(0.025, 0.975), predict_mean = TRUE)

Arguments

object

A stochvolTMB_summary object.

...

Not used.

quantiles

A numeric vector specifying which quantiles to calculate.

predict_mean

bool. Should the mean be predicted?

Value

A list of data.tables. One for y, h and h_exp.


[Package stochvolTMB version 0.2.0 Index]