Calculate quantiles based on predictions from the predictive distribution — summary.stochvolTMB_predict • stochvolTMB

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.