predict.gevreg {gevreg}R Documentation

Predicted values for fits obtained with gevreg

Description

Provide various types of predictions for gevreg fits.

Usage

## S3 method for class 'gevreg'
predict(object, newdata = NULL,
type = c("response", "location", "scale", "shape", 
"parameter", "probability", "quantile"),
na.action = na.pass, at = 0.5, ...)

Arguments

object

object of class gevreg.

newdata

an optional data frame with covariables with which to predict.

type

type of prediction: location, sale and shape return the location, scale and shape parameter of the predicted GEV distribution. parameter returns a data frame with predicted location, scale and shape parameters. quantile returns a matrix of predicted quantiles with quantile probabilities at.

na.action

a function which indicates what should happen when the data contain NAs. Default is na.pass

at

a vector of values to evaluate the predictive density (type = "density"), probability (type = "probability"), or a vector of quantile probabilities used for type = "quantile". Alternatively, with at = "function" a function is returned that takes at as an argument.

...

further arguments passed to or from other methods.

Value

For types location, scale or shape a vector with either the location or the scale or the shape of the predicted distribution.

For type parameter a data frame with all GEV parameters.

For type quantile a matrix of predicted quantiles each column corresponding to an element of at.

See Also

gevreg


[Package gevreg version 0.1-2 Index]