Files in EQRN

Extreme Quantile Regression Neural Networks for Risk Forecasting

NEWS.md README.md R/EQRN_seq.R R/EQRN.R R/accuracy_metrics.R R/install.R R/EQRN-package.R R/EVT_utils.R R/EQRN_seq_network_structures.R R/QRN.R R/EQRN_network_structures.R R/utils.R man/EQRN_predict.Rd man/Separated_GPD_SNN.Rd man/fit_GPD_unconditional.Rd man/perform_scaling.Rd man/EQRN_fit_seq.Rd man/quantile_loss.Rd man/quantile_loss_tensor.Rd man/predict_unconditional_quantiles.Rd man/last_elem.Rd man/GPD_excess_probability.Rd man/quantile_prediction_error.Rd man/loss_GPD.Rd man/EQRN_save.Rd man/mean_squared_error.Rd man/setup_optimizer_seq.Rd man/EQRN_predict_seq.Rd man/quantile_exceedance_proba_error.Rd man/multilevel_resid_var.Rd man/setup_optimizer.Rd man/list2matrix.Rd man/excess_probability.Rd man/default_device.Rd man/EQRN_predict_params_seq.Rd man/get_doFuture_operator.Rd man/excess_probability.EQRN_iid.Rd man/predict_GPD_semiconditional.Rd man/QRN_seq_predict.Rd man/QRN_fit_multiple.Rd man/EQRN_predict_params.Rd man/unconditional_train_valid_GPD_loss.Rd man/prediction_residual_variance.Rd man/square_loss.Rd man/multilevel_prop_below.Rd man/FC_GPD_SNN.Rd man/EQRN_fit.Rd man/EQRN_predict_internal.Rd man/prediction_bias.Rd man/install_backend.Rd man/predict.QRN_seq.Rd man/multilevel_R_squared.Rd man/mts_dataset.Rd man/predict.EQRN_seq.Rd man/decay_learning_rate.Rd man/semiconditional_train_valid_GPD_loss.Rd man/compute_EQRN_seq_GPDLoss.Rd man/EQRN_fit_restart.Rd man/set_doFuture_strategy.Rd man/loss_GPD_tensor.Rd man/process_features.Rd man/predict.EQRN_iid.Rd man/Recurrent_GPD_net.Rd man/nn_dropout_nd.Rd man/multilevel_MSE.Rd man/safe_save_rds.Rd man/multilevel_pred_bias.Rd man/EQRN_excess_probability_seq.Rd man/excess_probability.EQRN_seq.Rd man/legacy_names.Rd man/multilevel_MAE.Rd man/EQRN_excess_probability.Rd man/mean_absolute_error.Rd man/multilevel_exceedance_proba_error.Rd man/vector_insert.Rd man/batch_size_default.Rd man/FC_GPD_net.Rd man/EQRN_predict_internal_seq.Rd man/vec2mat.Rd man/EQRN-package.Rd man/QRN_seq_predict_foldwise.Rd man/proportion_below.Rd man/roundm.Rd man/multilevel_q_pred_error.Rd man/QRN_seq_predict_foldwise_sep.Rd man/GPD_quantiles.Rd man/check_directory.Rd man/make_folds.Rd man/instantiate_EQRN_network.Rd man/QRN_seq_fit.Rd man/multilevel_q_loss.Rd man/onload_backend_installer.Rd man/QRNN_RNN_net.Rd man/EQRN_load.Rd man/get_excesses.Rd man/end_doFuture_strategy.Rd man/compute_EQRN_GPDLoss.Rd man/R_squared.Rd man/nn_alpha_dropout.Rd man/fix_dimsimplif.Rd man/lagged_features.Rd