Description Usage Arguments Value
Function: Estimate predicted values for a given value of scaling parameter h
1 2 3 4 5 6 7 8 9 10 11 12 13 | nb_updated(
scores,
classes,
prior_g,
scores_test,
s_mat_hat_train,
s_mat_hat_test,
alpha_js = NA,
h = 1.06,
P_max = 3,
static_train = NA,
static_test = NA
)
|
scores |
N x K matrix of scores in the training set |
classes |
Group labels vector of length N |
prior_g |
vector of prior probability of being in each group, sums up to 1 |
scores_test |
N_test x K matrix of scores in the testing set |
s_mat_hat_train |
matrix of estimated S latent state values training set |
s_mat_hat_test |
matrix of estimated S latent state values testing set |
alpha_js |
Estimated probability of latent states across the realizations |
h |
multiplier for kernel based density function |
P_max |
Lag in the gAR models |
static_train |
Covariates for the classifier in the training set accounts |
static_test |
Covariates for the classifier in the testing set accounts |
Predicted groups for the individuals
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