ospPredict: Forward simulation of a swing payoff based on a sequence of...
In mludkov/mlOSP: Machine Learning and Regression Monte Carlo Algorithms for Optimal Stopping
ospPredict R Documentation
Forward simulation of a swing payoff based on a sequence of emulators
Description
Evaluate the fit emulator at input myx
Usage
ospPredict(myFit, myx, model)
Arguments
myFit
fitted emulators of any type supported by osp.prob.design
myx
inputs to predict at
model
List containing all model parameters.
Details
Generally internal to other mlOSP functions
Value
prediction of myFit evaluated at myx
mludkov/mlOSP documentation built on April 29, 2023, 7:56 p.m.
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| ospPredict | R Documentation |
Forward simulation of a swing payoff based on a sequence of emulators
Description
Evaluate the fit emulator at input myx
Usage
ospPredict(myFit, myx, model)
Arguments
myFit |
fitted emulators of any type supported by osp.prob.design |
myx |
inputs to predict at |
model |
List containing all model parameters. |
Details
Generally internal to other mlOSP functions
Value
prediction of myFit evaluated at myx
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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