FitInstance: Fit a curve to a row of local expert predictions

In nnormandin/localexpeRt: Binary Local Expert Regression

Description

Fits a smoothing spline to local expert predictions, creating a CDF-like distribution. The CDF is differentiated, and moments of the PDF are calculated.

Usage

FitInstance(LE.preds, y.values, granularity = 1000, df = 10, plot = FALSE)

Arguments

LE.preds	Vector of LE predictions
y.values	Y-values from BinCols function
granularity	Number of interpolation points in fitting; defaults to 100
df	Degrees of freedom in smoothing spline; defaults to 10
plot	Plot output; defaults to FALSE

Value

Returns a list containing the empirical PDF, empirical CDF, the sample points associated with the distribution shapes, and the moments of the smoothed distribution.

nnormandin/localexpeRt documentation built on May 23, 2019, 9:29 p.m.