caliper_relevance_dynamic: Dynamic caliper width determination function

Description Usage Arguments Details Value

View source: R/caliper_relevance_dynamic.R

Description

This function dynamically choses the caliper width and calculates weights.

Usage

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caliper_relevance_dynamic(
  atomic_df,
  sotw,
  start_agg = 401,
  calip_data,
  mvc = 1
)

Arguments

atomic_df

Data frame of atomic predictions.

sotw

Data frame of smoothing variables. First column should be called "t", and should contain an unbroken sequence of integers.

start_agg

For which time point to start aggregating (what does this even mean??).

calip_data

A data table that contains two columns: time (t) and the optimal caliper width based on all predictions previous to this time (cw). That is, cw is the caliper width the decision maker should use at time t to pick the best caliper method based on historical data (from BERFORE t).

mvc

The minimum viable cluster parameter used by the caliper method.

Details

Details go here.

Value

A similarity data frame


ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.