weightSearch: RAnEnExtra::weightSearch
In Weiming-Hu/RAnEnExtra: Extra functions for RAnEn

Description Usage Arguments Value Author(s)

RAnEnExtra::weightSearch is a grid search function for weight optimization.

weightSearch(
  weights,
  forecasts,
  observations,
  test.times,
  search.times,
  config,
  metric = "RMSE",
  return.best.only = F,
  combine.weights = T,
  ...
)

`weights`	Either a numeric matrix or a single numeral. If it is a matrix, each row is a certain weight combination and the number of rows equal to the number of iterations; if it is a single numeral, it is the number of iterations and the weights will be randomly generated.
`forecasts`	Forecasts for `RAnEn::generateAnalogs.Forecasts`
`observations`	Observations for `RAnEn::generateAnalogs.Forecasts`
`test.times`	Test times for `RAnEn::generateAnalogs.Forecasts`
`search.times`	Search times for `RAnEn::generateAnalogs.Forecasts`
`config`	Config for `RAnEn::generateAnalogs.Forecasts`
`metric`	This can either be a function or a metric for `RAnEnExtra::verify`. If it is a metric, please note two things: (1) the member `mean` exists in the verification results because it is used to evaluate different combinations of weights; (2) it is assumed that the metric is an error measurement so that the lowest metric is considered the best, when `return.best.only = T`. If it is a function, the first two arguments are `obs.aligned` and `AnEn$analogs`. `obs.aligned` is a 3-dimensional array of shape `[stations, times, lead times]`, and `AnEn$analogs` is a 4-dimensional array of shape `[stations, times, lead times, members]`. The return of this function is the error metric.
`return.best.only`	Whether to only return the best combination of weights
`combine.weights`	Whether to combine errors as an extra column to weight matrix. This does not work when `metric` is a function that returns multiple values.
`...`	Extra parameters for metric if it is a function

Either a vector or a matrix. If a vector is returned, it is the best combination of weights; if a matrix is returned, it is the combinations of weights that have been searched and the last column is the verification metric.

Alon Sidel ays10@psu.edu

Weiming Hu weiming@psu.edu

Weiming-Hu/RAnEnExtra documentation built on Sept. 26, 2021, 6:44 a.m.