API for EQRN
Extreme Quantile Regression Neural Networks for Risk Forecasting
| Global functions | |
|---|---|
| .onLoad | Source code |
| EQRN | Man page |
| EQRN-package | Man page |
| EQRN_excess_probability | Man page |
| EQRN_excess_probability_seq | Man page |
| EQRN_fit | Man page Source code |
| EQRN_fit_restart | Man page Source code |
| EQRN_fit_seq | Man page Source code |
| EQRN_load | Man page |
| EQRN_predict | Man page Source code |
| EQRN_predict_internal | Man page Source code |
| EQRN_predict_internal_seq | Man page Source code |
| EQRN_predict_params | Man page Source code |
| EQRN_predict_params_seq | Man page Source code |
| EQRN_predict_seq | Man page Source code |
| EQRN_save | Man page |
| FC_GPD_SNN | Man page |
| FC_GPD_net | Man page |
| GPD_excess_probability | Man page Source code |
| GPD_quantiles | Man page Source code |
| QRNN_RNN_net | Man page |
| QRN_fit_multiple | Man page Source code |
| QRN_seq_fit | Man page Source code |
| QRN_seq_predict | Man page Source code |
| QRN_seq_predict_foldwise | Man page Source code |
| QRN_seq_predict_foldwise_sep | Man page Source code |
| R_squared | Man page Source code |
| Recurrent_GPD_net | Man page |
| Separated_GPD_SNN | Man page |
| batch_size_default | Man page |
| check_directory | Man page Source code |
| compute_EQRN_GPDLoss | Man page |
| compute_EQRN_seq_GPDLoss | Man page |
| decay_learning_rate | Man page |
| default_device | Man page |
| end_doFuture_strategy | Man page Source code |
| excess_probability | Man page Source code |
| excess_probability.EQRN_iid | Man page |
| excess_probability.EQRN_seq | Man page |
| fit_GPD_unconditional | Man page Source code |
| fix_dimsimplif | Man page |
| get_doFuture_operator | Man page Source code |
| get_excesses | Man page |
| install_backend | Man page Source code |
| instantiate_EQRN_network | Man page |
| lagged_features | Man page Source code |
| last_elem | Man page Source code |
| legacy_names | Man page |
| list2matrix | Man page Source code |
| loss_GPD | Man page Source code |
| loss_GPD_tensor | Man page |
| make_folds | Man page Source code |
| mean_absolute_error | Man page Source code |
| mean_squared_error | Man page Source code |
| mts_dataset | Man page |
| multilevel_MAE | Man page Source code |
| multilevel_MSE | Man page Source code |
| multilevel_R_squared | Man page Source code |
| multilevel_exceedance_proba_error | Man page Source code |
| multilevel_pred_bias | Man page Source code |
| multilevel_prop_below | Man page Source code |
| multilevel_q_loss | Man page Source code |
| multilevel_q_pred_error | Man page Source code |
| multilevel_resid_var | Man page Source code |
| nn_alpha_dropout | Man page |
| nn_dropout_nd | Man page |
| onload_backend_installer | Man page Source code |
| perform_scaling | Man page |
| predict.EQRN_iid | Man page Source code |
| predict.EQRN_seq | Man page Source code |
| predict.QRN_seq | Man page Source code |
| predict_GPD_semiconditional | Man page Source code |
| predict_unconditional_quantiles | Man page Source code |
| prediction_bias | Man page Source code |
| prediction_residual_variance | Man page Source code |
| process_features | Man page |
| proportion_below | Man page Source code |
| quantile_exceedance_proba_error | Man page Source code |
| quantile_loss | Man page Source code |
| quantile_loss_tensor | Man page Source code |
| quantile_prediction_error | Man page Source code |
| roundm | Man page Source code |
| safe_save_rds | Man page Source code |
| semiconditional_train_valid_GPD_loss | Man page Source code |
| set_doFuture_strategy | Man page Source code |
| setup_optimizer | Man page |
| setup_optimizer_seq | Man page |
| square_loss | Man page Source code |
| unconditional_train_valid_GPD_loss | Man page Source code |
| vec2mat | Man page Source code |
| vector_insert | Man page Source code |
