quantile_predict.R

#' @title quantile_prediction
#'
#' @description This function plots the quantiles
#' @param Lfor List of the data needed to plot
#' @export
#' @examples
#' plotprob()

quantile_predict <- function(model, datatr){
    Yhat <- lapply(model$tau, function(q){
        
        yHat <- sapply(model$kseq, function(k){
            ## Setup the design matrix for k step
            X <- as.data.frame(subset(datatr, kseq=k))
            ## Lag them to match to the 
            #X <- onlineforecast:::lagdf.matrix(X, k)
            yhat <- as.numeric(rep(NA, nrow(X)))
 
            for(i in ((k):nrow(X))){
                if(i <= (model$N1)) {
                    j <- 1
                } else{
                    j <- i - model$N1
                }
                #browser()
                yhat[i] <- t(as.numeric(X[i,])) %*% model$beta[[paste0("q",q)]][[paste0("k",k)]][j,]
            }

            return(yhat)
        })
        nams(yHat) <- pst("k", model$kseq)
        return(yHat)
    })
    names(Yhat) <- pst("q", model$tau)
    return(Yhat)
}