Pass in rstanfit model object. Returns array of predictions, dimensioned
number of MCMC draws x number of MCMC chains x time series length x number of time series
predicted(fitted_model)
Arguments
fitted_model
Samples extracted (with permuted = FALSE) from a Stan
model. E.g. output from invert_chains().
Examples
if(FALSE){set.seed(42)s<-sim_dfa(num_trends =1, num_years =20, num_ts =3)# only 1 chain and 1000 iterations used so example runs quickly:m<-fit_dfa(y =s$y_sim, iter =2000, chains =3, num_trends =1)pred<-predicted(m)}