pred-Freq.fit-method function

Prediction method for the Freq.fit class object

Frequentist prediction methods

## S4 method for signature 'Freq.fit'
pred(x, invariant = 0, level = 0.05,
  newwindow = FALSE, plot.pred = TRUE, ...)

Arguments

• x: Freq.fit class
• invariant: 1 if the initial value is from the invariant distribution, default X0 is fixed from Xtrue
• level: alpha for the predicion intervals, default 0.05
• newwindow: logical(1), if TRUE, a new window is opened for the plot
• plot.pred: logical(1), if TRUE, the results are depicted grafically
• ...: optional plot parameters

References

Dion, C., Hermann, S. and Samson, A. (2016). Mixedsde: a R package to fit mixed stochastic differential equations.