Description Usage Format Methods
WCC.NNLS
1 |
An object of class R6ClassGenerator
of length 24.
new()
Creates a new computer for determining the best weighted combination of the ML libraries.
currently this is merely the NNLS version from the general superlearner, but in the future
it should be updated to be 1. online, and 2. using better algorithm (like NLopts)
weights.initial
vector containing the initial weights
getWeigths()
Returns the current list of optimal weights (or the initial weights, if not yet fitted)
compute(Z, Y, libraryNames, weights.initial)
Method to compute the best weighted combination of the underlying estimators
Z
matrix containing the outcomes of each of the estimators
Y
vector containing the actual outcome
libraryNames
vector containing the names of the estimators
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