predict.STBDwDM {womblR}

predict.STBDwDM

Description

Predicts future observations from the STBDwDM model.

Usage

## S3 method for class 'STBDwDM'
predict(object, NewTimes, ...)

Arguments

object

a STBDwDM model object for which predictions are desired from.

NewTimes

a numeric vector including desired time(s) points for prediction.

...

other arguments.

Details

predict.STBDwDM uses Bayesian krigging to predict vectors at future time points. The function returns the krigged observed outcomes along with the observational level parameters (mu, tau, and alpha).

Value

predict.STBDwDM returns a list containing the following objects.

MuTauAlpha

A list containing three matrices, mu, tau and alpha. Each matrix is dimension NKeep x s, where s is the number of new time points. Each matrix contains posterior samples obtained by Bayesian krigging.

Y

A list containing s posterior predictive distribution matrices. Each matrix is dimension NKeep x s, where s is the number of new time points. Each matrix is obtained through Bayesian krigging.

Author(s)

Samuel I. Berchuck