View source: R/local_gewisano.R
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.
1 | gen_gewisano_local(data, start_t, weight_df, pratig = FALSE)
|
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. |
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