wis_loss | R Documentation |
Calculate wis_loss as a function of parameters used to construct a qra model
wis_loss(par, model_constructor, qfm_train, y_train, ...)
par |
real-valued vector of parameters |
model_constructor |
a function that accepts a real-valued vector of parameters and returns a model of class qra_fit |
qfm_train |
QuantileForecastMatrix with training set predictions from component models |
y_train |
numeric vector of responses for training set |
... |
arguments passed on to the model_constructor |
scalar wis loss for given parameter values
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