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Calculates the "fitted values" associated to an adrm object. These fitted values are useful for "hindcasts" and posterior predictive checks.

Usage

# S3 method for class 'adrm'
fitted(object, type = "predictive", cores = 1, ...)

Arguments

object

adrm object containing the output from the fit_drm function.

type

type of predictions to be computed. Admitted values are

  • "predictive" (default): posterior predictive distribution;

  • "expected": theoretical mean of the posterior predictive distribution;

  • "latent": latent density (i.e., disconsidering the observation error);

cores

number of threads used for the forecast. If four chains were used in the fit_drm, then four (or less) threads are recommended.

...

additional parameters to be passed to $generated_quantities

Value

an object of class "CmdStanGQ" containing samples for the posterior predictive distribution for the observed data.

Author

lcgodoy