make_knots: Create a vector of knots for splines

In profoc: Probabilistic Forecast Combination Using CRPS Learning

Create a vector of knots for splines

Description

This function creates a knot vector for splines. The knots are distributed according to a beta distribution. The first input defines the number of inner knots. The total number of knots is n + 2 * order.

Usage

make_knots(n, mu = 0.5, sig = 1, nonc = 0, tailw = 1, deg = 1)

Arguments

n	Number of knots
mu	Beta distribution location parameter
sig	Beta distribution scale parameter
nonc	Beta distribution noncentrality parameter
tailw	Tailweight
deg	Degree of splines

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