Predicts the variance of response, given covariates X, logit regression coefficients alpha and a specified model of expert functions.

predict_var_prior(X, alpha, model, exposure_future = list())

Arguments

X

A matrix of covariates.

alpha

A matrix of logit regression coefficients.

model

A matrix specifying the expert functions.

exposure_future

A vector indicating the time exposure of each observation. If nothing is supplied, it is set to 1.0 by default.

Value

result A matrix of predicted variance of response, based on prior probabilities.