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>
LicenseLGPL
Version1.1
URL http://pierre.gaillard.me/opera.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("opera")

Try the opera package in your browser

Any scripts or data that you put into this service are public.

opera documentation built on March 19, 2020, 1:06 a.m.