conv_opt: Solver for Bayesian Predictive Stacking of Predictive...

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conv_optR Documentation

Solver for Bayesian Predictive Stacking of Predictive densities convex optimization problem

Description

Solver for Bayesian Predictive Stacking of Predictive densities convex optimization problem

Usage

conv_opt(scores)

Arguments

scores

matrix N \times K of expected predictive density evaluations for the K models considered

Value

W matrix of Bayesian Predictive Stacking weights for the K models considered


spBPS documentation built on March 19, 2026, 5:07 p.m.