Files in reichlab/kcde

Kernel conditional density estimation with flexible kernel specifications

R/butterworth-filter.R R/estimation.R R/filtering.R R/kernel-interaction.R R/log-pdtmvn-kernel-fn.R R/log-pdtmvn-mode-centered-kernel-fn.R R/parks-mcclellan-opt-filter.R R/pdtmvn-kernel-fn.R R/periodic-kernel-fn.R R/prediction.R R/setup.R R/utility.R README.md inst/doc/kcde.R inst/doc/kcde.pdf man/compute_filter_args_butterworth_filter.Rd man/compute_filter_args_pm_opt_filter.Rd man/compute_filter_values.Rd man/compute_kernel_values.Rd man/compute_na_rows_after_filter_and_offset.Rd man/compute_normalized_log_weights.Rd man/compute_offset_obs_vecs.Rd man/compute_pdtmvn_kernel_bw_params_from_bw_chol_decomp.Rd man/compute_pdtmvn_kernel_bw_params_from_bw_eigen.Rd man/create_kcde_control.Rd man/create_kcde_control_default.Rd man/est_kcde_params_stepwise_crossval.Rd man/est_kcde_params_stepwise_crossval_one_potential_step.Rd man/extract_vectorized_phi_est_from_phi.Rd man/extract_vectorized_theta_est_from_theta.Rd man/get_col_inds_continuous_discrete_vars_used.Rd man/get_default_kernel_components.Rd man/get_inds_smallest_k.Rd man/get_phi_optim_bounds.Rd man/get_theta_optim_bounds.Rd man/get_theta_optim_bounds_log_pdtmvn_kernel.Rd man/get_theta_optim_bounds_log_pdtmvn_mode_centered_kernel.Rd man/get_theta_optim_bounds_pdtmvn_kernel.Rd man/get_theta_optim_bounds_periodic_kernel.Rd man/initialize_filter_params_butterworth_filter.Rd man/initialize_filter_params_pm_opt_filter.Rd man/initialize_params_log_pdtmvn_kernel.Rd man/initialize_params_log_pdtmvn_mode_centered_kernel.Rd man/initialize_params_pdtmvn_kernel.Rd man/initialize_params_periodic_kernel.Rd man/initialize_phi.Rd man/initialize_theta.Rd man/interior_linear_interpolation.Rd man/kcde.Rd man/kcde_crossval_estimate_parameter_loss.Rd man/kcde_dist_predict_given_lagged_lead_obs.Rd man/kcde_kernel_centers_and_weights_predict_given_lagged_obs.Rd man/kcde_point_predict_given_kernel_centers_and_weights.Rd man/kcde_predict.Rd man/kcde_predict_given_lagged_obs.Rd man/kcde_prob_predict_given_lagged_lead_obs.Rd man/kcde_quantile_predict_given_lagged_lead_obs.Rd man/kcde_sample_predict_given_lagged_lead_obs.Rd man/log_pdtmvn_kernel.Rd man/log_pdtmvn_mode_centered_kernel.Rd man/log_score_loss.Rd man/mae.Rd man/mae_from_kernel_weights_and_centers.Rd man/mase.Rd man/mase_from_kernel_weights_and_centers.Rd man/neg_log_score_loss.Rd man/one_pass_signal_filter.Rd man/pdtmvn_kernel.Rd man/periodic_kernel.Rd man/rlog_pdtmvn_kernel.Rd man/rlog_pdtmvn_mode_centered_kernel.Rd man/rpdtmvn_kernel.Rd man/simulate_values_from_product_kernel.Rd man/two_pass_signal_filter.Rd man/two_pass_stats_filter.Rd man/update_filter_params_from_vectorized_butterworth_filter.Rd man/update_filter_params_from_vectorized_pm_opt_filter.Rd man/update_phi_from_vectorized_phi_est.Rd man/update_theta_from_vectorized_theta_est.Rd man/update_theta_from_vectorized_theta_est_log_pdtmvn_kernel.Rd man/update_theta_from_vectorized_theta_est_log_pdtmvn_mode_centered_kernel.Rd man/update_theta_from_vectorized_theta_est_pdtmvn_kernel.Rd man/update_theta_from_vectorized_theta_est_periodic_kernel.Rd man/update_vars_and_offsets.Rd man/validate_kcde_control.Rd man/vectorize_filter_params_butterworth_filter.Rd man/vectorize_filter_params_pm_opt_filter.Rd man/vectorize_params_log_pdtmvn_kernel.Rd man/vectorize_params_log_pdtmvn_mode_centered_kernel.Rd man/vectorize_params_pdtmvn_kernel.Rd man/vectorize_params_periodic_kernel.Rd tests/testthat.R tests/testthat/test-kcde-estimation.R tests/testthat/test-kcde-kernel-interaction.R tests/testthat/test-kcde-prediction.R tests/testthat/test-kcde-setup.R tests/testthat/test-kcde-utility.R tests/testthat/test-kernel-fns.R vignettes/R/filtering-doesnt-change-covariance-eigenvectors-much.R vignettes/R/flu-example.R