R/convexLogitCom.R

In benkeser/onlinesl:

#' Ensemble predict function for convex combination of predictions
#' 
#' This function computes the ensemble prediction for the super learner
#' based on a convex combination of weights
#' 
#' @param p An n x K matrix of predictions from K different online learners
#' @param alpha A K row vector of weights
#'
#' @return prediction An n-length vector of super learner predictions

convexLogitCom <- function(p, alpha, trimLogit = 1e-5){
    p[p < trimLogit] <- trimLogit; 
    p[p > 1-trimLogit] <- 1-trimLogit
    plogis(qlogis(p) %*% alpha)
}