predict {MVSKmod} | R Documentation |
MVSK Model Prediction
Description
Predicts response values given a list of covariate matrices and a model output from either MVVGmod or MVNIGmod.
Usage
predict(mod, X)
Arguments
mod |
object outputted by either MVVGmod or MVNIGmod |
X |
Inputted covariate matrix |
Value
Returns a list of predicted response matrices
Author(s)
Samuel Soon
Dipankar Bandyopadhyay
Qingyang Liu
Examples
set.seed(1234)
# num response variables
p <- ncol(gaad_res[[1]])
# num covariates
q <- ncol(gaad_cov[[1]])
# generate initial value to input, then run AECM with MVVG distribution
initial_mvnig_theta <- list(Theta = matrix(stats::rnorm(p*q), nrow = q, ncol = p),
A = rep(1,p),
rho = 0.3,
Psi = diag(p),
tgamma = 4)
mvnig_mod <- MVNIGmod(gaad_res[1:50], gaad_cov[1:50], initial_mvnig_theta)
predict(mvnig_mod, gaad_cov[1:50])
[Package MVSKmod version 0.1.0 Index]