gen_gewisano_local: Generate local GewiSano Weights

Description Usage Arguments

View source: R/local_gewisano.R

Description

Generates weights according to Geweke & Amisano 2011/2012, also known as linear predicition pools. Takes a data frame of similarities and uses only "similar" data when finding optimal weights.

Usage

1
gen_gewisano_local(data, start_t, weight_df, 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.

weight_df

Data fram generated by caliper_relevance_new.

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-functions 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.