sliding_similarity: Sliding similarity via Pearson's correlation
In tsensembler: Dynamic Ensembles for Time Series Forecasting
Description
Usage
Arguments
Value
View source: R/sequential-reweight.R
Description
Sliding similarity via Pearson's correlation
Usage
1
sliding_similarity(Y_hat_ext, lambda)
Arguments
Y_hat_ext
Predictions from the base-learners
across the examples.
lambda
window size for computing correlations
Value
a list with a correlation matrix
for each prediction point
tsensembler documentation built on Oct. 27, 2020, 5:07 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
View source: R/sequential-reweight.R
Description
Sliding similarity via Pearson's correlation
Usage
1 | sliding_similarity(Y_hat_ext, lambda)
|
Arguments
Y_hat_ext |
Predictions from the base-learners across the examples. |
lambda |
window size for computing correlations |
Value
a list with a correlation matrix for each prediction point
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.