regress.func: Quadratic Programming Algorithm

Description Usage Arguments Value

View source: R/stackingFunctions.R

Description

Quadratic programming solution to stacking problem from Grimmer, Messing & Westwood (2017)

Usage

1
regress.func(Y, preds.var)

Arguments

Y

The outcome variable

preds.var

An n x k matrix of out-of-fold predictions of Y, where n is the length of Y, and k is th number of models

Value

The optimal stacking weights


joeornstein/SRP documentation built on Oct. 15, 2020, 8:30 p.m.