constloo: Embedding of multivariate time series

View source: R/util.ts.R

constlooR Documentation

Embedding of multivariate time series

Description

Leave-one-out Mean Squared Error of a weighted mean estimator

Usage

constloo(x, w = rep(1, length(x)))

Arguments

x:

observation vector

w:

weight vector

Value

: leave-one-out Mean Squared Error

Author(s)

Gianluca Bontempi gbonte@ulb.ac.be

References

Handbook Statistical foundations of machine learning available in http://www.ulb.ac.be/di/map/gbonte/mod_stoch/syl.pdf


gbonte/gbcode documentation built on Feb. 27, 2024, 7:38 a.m.