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

In spBPS: Bayesian Predictive Stacking for Scalable Geospatial Transfer Learning

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

Examples

## Generate (randomly) K predictive scores for n observations
n <- 50
K <- 5
scores <- matrix(runif(n*K), nrow = n, ncol = K)

## Find Bayesian Predictive Stacking weights
opt_weights <- conv_opt(scores)

spBPS documentation built on Oct. 25, 2024, 5:07 p.m.