Tail excess probability prediction method using an EQRN_iid object

Usage

# S3 method for EQRN_iid
excess_probability(object, ...)

object

Fitted "EQRN_iid" object.

...

Arguments passed on to EQRN_excess_probability

val: Quantile value(s) used to estimate the conditional excess probability or cdf.
X: Matrix of covariates to predict the corresponding response's conditional excess probabilities.
intermediate_quantiles: Vector of intermediate conditional quantiles at level fit_eqrn$interm_lvl.
interm_lvl: Optional, checks that interm_lvl == fit_eqrn$interm_lvl.
body_proba: Value to use when the predicted conditional probability is below interm_lvl (in which case it cannot be precisely assessed by the model). If "default" is given (the default), paste0(">",1-interm_lvl) is used if proba_type=="excess", and paste0("<",interm_lvl) is used if proba_type=="cdf".
proba_type: Whether to return the "excess" probability over val (default) or the "cdf" at val.
device: (optional) A torch::torch_device(). Defaults to default_device().

Vector of probabilities (and possibly a few body_proba values if val is not large enough) of length nrow(X).