init_experts_list: Create experts list to be used in conline class

In profoc: Probabilistic Forecast Combination Using CRPS Learning

Create experts list to be used in conline class

Description

This function works in conjunction with the conline class. It takes a matrix of experts and a matrix of outcomes and returns a list of experts which fulfills all properties that are needed for passing it to the an instance of conline.

Usage

init_experts_list(experts, y, output_with_names = FALSE)

Arguments

experts	array of predictions with dimension T x D x P x K (Observations x Variables x Quantiles x Experts) or T x D x K or T x P x K.
y	A matrix of outcomes with dimension T x D.
output_with_names	Defaults to FALSE. If TRUE, the function returns a list with the experts list, the names of the variables (dnames) and the names of the experts (enames).

profoc documentation built on Sept. 30, 2024, 9:20 a.m.