pred.dist.simul:
Simulate from the predictive distribution
Description
Simulate N- replicates from the predictive distribution for
a given time point (tpt) from 1 to n (length of the data).
Usage
pred.dist.simul(hyperest, tpt, include.obs = T, N = 1)
Arguments
hyperest
Output from the staircase.hyper.est functions, containing estimates of all hyperparameters
tpt
A specific time point - from 1 to n corresponding to the
number of time points from the data set
include.obs
If TRUE, the observed data for time tpt, are also returned
N
Number of replicates
Value
A matrix with N rows; the number of columns depends on whether the observed data are returnedThe columns are organized consistent with the observed data
(ie. $u\times p$ ungauged blocks, $g1\times p$,
$g_2\times p$, ...)