Man pages for reichlab/kcde
Kernel conditional density estimation with flexible kernel specifications
| compute_filter_args_butterworth_filter | Compute filter arguments for the Butterworth filter based on... |
| compute_filter_args_pm_opt_filter | Compute filter arguments for the Parks-McClellan optimal FIR... |
| compute_filter_values | Compute filtered values |
| compute_kernel_values | Compute kernel values measuring the similarity of each row in... |
| compute_na_rows_after_filter_and_offset | Compute rows of the data frame that contain NA values after... |
| compute_normalized_log_weights | Normalize a vector of weights on log scale: given a vector of... |
| compute_offset_obs_vecs | Compute a data frame with offset (lag and/or lead)... |
| compute_pdtmvn_kernel_bw_params_from_bw_chol_decomp | Compute the parameters bw, bw_continuous,... |
| compute_pdtmvn_kernel_bw_params_from_bw_eigen | Compute the parameters bw, bw_continuous,... |
| create_kcde_control | Assemble a list of kcde_control parameters for the kcde... |
| create_kcde_control_default | Assemble a list of kcde_control parameters for the kcde... |
| est_kcde_params_stepwise_crossval | Use a stepwise procedure to estimate parameters and select... |
| est_kcde_params_stepwise_crossval_one_potential_step | Estimate the parameters theta and corresponding... |
| extract_vectorized_phi_est_from_phi | Extract a vector of parameter values that are to be estimated... |
| extract_vectorized_theta_est_from_theta | Extract a vector of parameter values that are to be estimated... |
| get_col_inds_continuous_discrete_vars_used | Create two integer vectors with indices of columns in x... |
| get_default_kernel_components | Get default kernel functions based on a brief look at the... |
| get_inds_smallest_k | Get the indices of the smallest k elements of v. This code... |
| get_phi_optim_bounds | Get vectors of lower and upper bounds for phi parameters to... |
| get_theta_optim_bounds | Get vectors of lower and upper bounds for theta parameters to... |
| get_theta_optim_bounds_log_pdtmvn_kernel | Get lower and upper bounds for the theta parameters being... |
| get_theta_optim_bounds_log_pdtmvn_mode_centered_kernel | Get lower and upper bounds for the theta parameters being... |
| get_theta_optim_bounds_pdtmvn_kernel | Get lower and upper bounds for the theta parameters being... |
| get_theta_optim_bounds_periodic_kernel | Get lower and upper bounds for the log_bw parameter in the... |
| initialize_filter_params_butterworth_filter | Initialize parameters of the pm_opt_filter on evaluation... |
| initialize_filter_params_pm_opt_filter | Initialize parameters of the pm_opt_filter on evaluation... |
| initialize_params_log_pdtmvn_kernel | Get initial parameter values for the pdtmvn_kernel |
| initialize_params_log_pdtmvn_mode_centered_kernel | Get initial parameter values for the pdtmvn_kernel |
| initialize_params_pdtmvn_kernel | Get initial parameter values for the pdtmvn_kernel |
| initialize_params_periodic_kernel | Get initial parameter values for the periodic_kernel |
| initialize_phi | Initialize parameter values for filtering |
| initialize_theta | Initialize parameter values. |
| interior_linear_interpolation | Fill interior NAs in x by linear interpolation |
| kcde | Estimate the parameters for kcde. There is redundancy here... |
| kcde_crossval_estimate_parameter_loss | Using cross-validation, estimate the loss associated with a... |
| kcde_dist_predict_given_lagged_lead_obs | Make predictions from an estimated kcde model forward... |
| kcde_kernel_centers_and_weights_predict_given_lagged_obs | Make predictions from an estimated kcde model forward... |
| kcde_point_predict_given_kernel_centers_and_weights | Make predictions from an estimated kcde model forward... |
| kcde_predict | Make predictions from an estimated kcde model forward... |
| kcde_predict_given_lagged_obs | Make predictions from an estimated kcde model forward... |
| kcde_prob_predict_given_lagged_lead_obs | Compute the conditional (predictive) probability that the... |
| kcde_quantile_predict_given_lagged_lead_obs | Draw a sample from the predictive distribution corresponding... |
| kcde_sample_predict_given_lagged_lead_obs | Draw a sample from the predictive distribution corresponding... |
| log_pdtmvn_kernel | Evaluate the kernel function given by the log-pdtmvn... |
| log_pdtmvn_mode_centered_kernel | Evaluate the kernel function given by the log-pdtmvn mode... |
| log_score_loss | Compute log score based on a vector of log(p(data)) where p... |
| mae | Compute Mean Absolute Error to evaluate point predictions |
| mae_from_kernel_weights_and_centers | Compute "mean" absolute error for one time point from... |
| mase | Compute Mean Absolute Scaled Error (MASE) to evaluate point... |
| mase_from_kernel_weights_and_centers | Compute MASE from predictions that are in the form of kernel... |
| neg_log_score_loss | Compute negative log score based on a vector of log(p(data))... |
| one_pass_signal_filter | One-pass filter using signal::filter, with two additions: 1)... |
| pdtmvn_kernel | Evaluate the kernel function given by the pdtmvn... |
| periodic_kernel | Evaluate the periodic kernel function |
| rlog_pdtmvn_kernel | Simulate from the kernel function given by the pdtmvn... |
| rlog_pdtmvn_mode_centered_kernel | Simulate from the kernel function given by the pdtmvn... |
| rpdtmvn_kernel | Simulate from the kernel function given by the pdtmvn... |
| simulate_values_from_product_kernel | Simulate values from (conditional) kernel. |
| two_pass_signal_filter | Forward and reverse pass filter to correct phase shift... |
| two_pass_stats_filter | Forward and reverse pass filter to correct phase shift... |
| update_filter_params_from_vectorized_butterworth_filter | Update the parameter list phi from a vector of parameters on... |
| update_filter_params_from_vectorized_pm_opt_filter | Update the parameter list phi from a vector of parameters on... |
| update_phi_from_vectorized_phi_est | Convert phi from vector form to list form |
| update_theta_from_vectorized_theta_est | Convert theta from vector form to list form |
| update_theta_from_vectorized_theta_est_log_pdtmvn_kernel | A function to unvectorize the parameters of the pdtmvn_kernel... |
| update_theta_from_vectorized_theta_est_log_pdtmvn_mode_centered_kernel | A function to unvectorize the parameters of the pdtmvn_kernel... |
| update_theta_from_vectorized_theta_est_pdtmvn_kernel | A function to unvectorize the parameters of the pdtmvn_kernel... |
| update_theta_from_vectorized_theta_est_periodic_kernel | A function to unvectorize the parameters of the pdtmvn_kernel... |
| update_vars_and_offsets | Update the list that keeps track of which combinations of... |
| validate_kcde_control | Validate kcde_control parameters for kcde - not implemented |
| vectorize_filter_params_butterworth_filter | Vectorize the parameters of the pm_opt_filter and convert to... |
| vectorize_filter_params_pm_opt_filter | Vectorize the parameters of the pm_opt_filter and convert to... |
| vectorize_params_log_pdtmvn_kernel | A function to vectorize the parameters of the pdtmvn_kernel... |
| vectorize_params_log_pdtmvn_mode_centered_kernel | A function to vectorize the parameters of the pdtmvn_kernel... |
| vectorize_params_pdtmvn_kernel | A function to vectorize the parameters of the pdtmvn_kernel... |
| vectorize_params_periodic_kernel | A function to vectorize the parameters of the pdtmvn_kernel... |
