Calculate predicted value from DFA object

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)
}