Description Usage Arguments Value
View source: R/stackingFunctions.R
Quadratic programming solution to stacking problem from Grimmer, Messing & Westwood (2017)
1 | regress.func(Y, preds.var)
|
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 |
The optimal stacking weights
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