gen_RAA: Generates local aggregations

In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions

Description

Generates relevance adjusted aggregations given a data set with relevance adjusted log scores. This is just a switcher function that sends the data on either to the propto or the "select best" (which is kind of not in use atm) function.

Usage

gen_RAA(RAL_data, agg_meth, sim_measure)

Arguments

RAL_data	Data set containing relevance adjusted logscores.
agg_meth	Which method should be used to aggregate the agents based on their relevance-adjusted logscores. Currently available are propto (which uses a softmax transformation) and select_best which picks the model with the best RAL at each time point.
sim_measure	Which method was used to calculate the weights (caliper or mahala(nobis)).

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