plot.mixture: Plot an object of class mixture

In quentin-diprima/test-op: Online Prediction by Expert Aggregation

Description

provides different diagnostic plots for an aggregation procedure.

Usage

## S3 method for class 'mixture'
plot(x, pause = FALSE, col = NULL, ...)

Arguments

x	an object of class mixture. If awake is provided (i.e., some experts are unactive), their residuals and cumulative losses are computed by using the predictions of the mixture.
pause	if set to TRUE (default) displays the plots separately, otherwise on a single page
col	the color to use to represent each experts, if set to NULL (default) use RRColorBrewer::brewer.pal(...,"Spectral"
...	additional plotting parameters

Value

plots representing: plot of weights of each expert in function of time, boxplots of these weights, cumulative loss L_T=∑_{t=1}^T l_{i,t} of each expert in function of time, cumulative residuals ∑_{t=1}^T (y_t-f_{i,t}) of each expert's forecast in function of time, average loss suffered by the experts and the contribution of each expert to the aggregation p_{i,t}f_{i,t} in function of time.

Author(s)

Pierre Gaillard <[e-mail]>

Yannig Goude <[e-mail]>

See Also

See opera-package and opera-vignette for a brief example about how to use the package.

quentin-diprima/test-op documentation built on Aug. 13, 2020, 4:15 p.m.