Description Usage Arguments Value
This function uses the "degenerate EM" algorithm outlined at http://www.cs.cmu.edu/~roni/11761-f16/Presentations/degenerateEM.pdf, but modified in a way that is ad hoc but I think could be justified to use kernel-weighted observations.
1 2 | fit_kernel_smoothed_stacked_model_fixed_bw(component_model_log_scores,
covariate, prediction_covariate, bw, tol = .Machine$double.eps)
|
component_model_log_scores |
a data frame or matrix of log scores. Each column gives log scores for a particular predictive model. Each row corresponds to one observation |
covariate |
a single covariate over which weights should be smoothed (more than one covariate may be supported later) |
bw |
a bandwidth for the smoothing |
tol |
numeric, if method was "em", stopping tolerance |
model weights
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