convexLinCom: Ensemble predict function for convex combination of...

Description Usage Arguments Value

Description

This function computes the ensemble prediction for the super learner based on a convex combination of weights

Usage

1
convexLinCom(p, alpha)

Arguments

p

An n x K matrix of predictions from K different online learners

alpha

A K row vector of weights

Value

prediction An n-length vector of super learner predictions


benkeser/onlinesl documentation built on May 12, 2019, 12:09 p.m.