opera: Online Prediction by Expert Aggregation

Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user. See Cesa-Bianchi and Lugosi (2006) <doi:10.1017/CBO9780511546921> for an overview.

Package details

AuthorPierre Gaillard [cre, aut], Yannig Goude [aut]
MaintainerPierre Gaillard <pierre@gaillard.me>
URL http://pierre.gaillard.me/opera.html
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opera documentation built on March 19, 2020, 1:06 a.m.