gen_gewisano: Generate GewiSano Weights
In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions
Description
Generates weights according to Geweke & Amisano 2011/2012, also
known as linear predicition pools. Obviously it takes data on a
specific form, which you should describe..
Usage
1
gen_gewisano(data, start_t, pratig = FALSE)
Arguments
data
Data set of atomic predictions.
start_t
Which timepoint to start generating weights for.
Obs! This is based on the variable t in the data, not the row
number!
pratig
If true, the function prints a bunch of information
when run. It also returns a data frame that contains the weights
at each time, so pratig has to be FALSE when running from one of
the meta-funktions that generate predictions. This is because the
object returned changes from a single data frame to a list with the
original data frame returned as the first object, and a matrix of
weights as the second object.
ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.
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Description
Generates weights according to Geweke & Amisano 2011/2012, also known as linear predicition pools. Obviously it takes data on a specific form, which you should describe..
Usage
1 | gen_gewisano(data, start_t, pratig = FALSE)
|
Arguments
data |
Data set of atomic predictions. |
start_t |
Which timepoint to start generating weights for. Obs! This is based on the variable t in the data, not the row number! |
pratig |
If true, the function prints a bunch of information when run. It also returns a data frame that contains the weights at each time, so pratig has to be FALSE when running from one of the meta-funktions that generate predictions. This is because the object returned changes from a single data frame to a list with the original data frame returned as the first object, and a matrix of weights as the second object. |
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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