Description Usage Arguments Value Author(s) See Also
provides different diagnostic plots for an aggregation procedure.
1 2 3 4 5 6 7 8 9 10 11 12 |
x |
an object of class mixture. If awake is provided (i.e., some experts are unactive), their residuals and cumulative losses are computed by using the predictions of the mixture. |
pause |
if set to TRUE (default) displays the plots separately, otherwise on a single page |
col |
the color to use to represent each experts, if set to NULL (default) use R |
alpha |
|
dynamic |
|
type |
|
max_experts |
|
col_by_weight |
|
... |
additional plotting parameters |
plots representing: plot of weights of each expert in function of time, boxplots of these weights, cumulative loss L_T=∑_{t=1}^T l_{i,t} of each expert in function of time, cumulative residuals ∑_{t=1}^T (y_t-f_{i,t}) of each expert's forecast in function of time, average loss suffered by the experts and the contribution of each expert to the aggregation p_{i,t}f_{i,t} in function of time.
Pierre Gaillard <pierre@gaillard.me>
Yannig Goude <yannig.goude@edf.fr>
See opera-package
and opera-vignette for a brief example about how to use the package.
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