Files in reichlab/kcde
Kernel conditional density estimation with flexible kernel specifications
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
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
codecov.yml
inst/doc/kcde.R
inst/doc/kcde.Rnw
inst/doc/kcde.pdf
kcde.Rproj
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
src/Makevars
src/Makevars.win
src/utility.c
src/utility.h
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/GrandMacros.tex
vignettes/R/filtering-doesnt-change-covariance-eigenvectors-much.R
vignettes/R/flu-example.R
vignettes/SSRbib.bib
vignettes/kcde.Rnw
