getInverseWeights: Get Ensemble Weights via Inverse Errors

In SWS-Methodology/faoswsImputation: Package to perform ensemble imputation for various FAO domains

Description

Weights used to construct the final ensemble from the individual models are computed by comparing the errors. For each model, the errors are computed (simply comparing observed values in data to fitted values in fits) and then the inverse (i.e. 1/) these errors are used as the weights (after rescaling to 1). For example, if three models have errors of 1, 2, and 3 then the inverse errors are 1, 1/2, and 1/3. We rescale these weights to add to 1 and get 6/11, 3/11, and 2/11.

Usage

getInverseWeights(data, fits, imputationParameters)

Arguments

data	The data object containing the observations to impute.
fits	A list of the fitted values. These may be estimated via leave one out cross-validation or directly.
imputationParameters	A list of the parameters for the imputation algorithms. See defaultImputationParameters() for a starting point.

Value

A data.table containing the weight for each model within each byKey group, as well as a few other (currently unused) statistics.

SWS-Methodology/faoswsImputation documentation built on May 9, 2019, 11:48 a.m.