Man pages for reichlab/kcde
Kernel conditional density estimation with flexible kernel specifications

compute_filter_args_butterworth_filterCompute filter arguments for the Butterworth filter based on...
compute_filter_args_pm_opt_filterCompute filter arguments for the Parks-McClellan optimal FIR...
compute_filter_valuesCompute filtered values
compute_kernel_valuesCompute kernel values measuring the similarity of each row in...
compute_na_rows_after_filter_and_offsetCompute rows of the data frame that contain NA values after...
compute_normalized_log_weightsNormalize a vector of weights on log scale: given a vector of...
compute_offset_obs_vecsCompute a data frame with offset (lag and/or lead)...
compute_pdtmvn_kernel_bw_params_from_bw_chol_decompCompute the parameters bw, bw_continuous,...
compute_pdtmvn_kernel_bw_params_from_bw_eigenCompute the parameters bw, bw_continuous,...
create_kcde_controlAssemble a list of kcde_control parameters for the kcde...
create_kcde_control_defaultAssemble a list of kcde_control parameters for the kcde...
est_kcde_params_stepwise_crossvalUse a stepwise procedure to estimate parameters and select...
est_kcde_params_stepwise_crossval_one_potential_stepEstimate the parameters theta and corresponding...
extract_vectorized_phi_est_from_phiExtract a vector of parameter values that are to be estimated...
extract_vectorized_theta_est_from_thetaExtract a vector of parameter values that are to be estimated...
get_col_inds_continuous_discrete_vars_usedCreate two integer vectors with indices of columns in x...
get_default_kernel_componentsGet default kernel functions based on a brief look at the...
get_inds_smallest_kGet the indices of the smallest k elements of v. This code...
get_phi_optim_boundsGet vectors of lower and upper bounds for phi parameters to...
get_theta_optim_boundsGet vectors of lower and upper bounds for theta parameters to...
get_theta_optim_bounds_log_pdtmvn_kernelGet lower and upper bounds for the theta parameters being...
get_theta_optim_bounds_log_pdtmvn_mode_centered_kernelGet lower and upper bounds for the theta parameters being...
get_theta_optim_bounds_pdtmvn_kernelGet lower and upper bounds for the theta parameters being...
get_theta_optim_bounds_periodic_kernelGet lower and upper bounds for the log_bw parameter in the...
initialize_filter_params_butterworth_filterInitialize parameters of the pm_opt_filter on evaluation...
initialize_filter_params_pm_opt_filterInitialize parameters of the pm_opt_filter on evaluation...
initialize_params_log_pdtmvn_kernelGet initial parameter values for the pdtmvn_kernel
initialize_params_log_pdtmvn_mode_centered_kernelGet initial parameter values for the pdtmvn_kernel
initialize_params_pdtmvn_kernelGet initial parameter values for the pdtmvn_kernel
initialize_params_periodic_kernelGet initial parameter values for the periodic_kernel
initialize_phiInitialize parameter values for filtering
initialize_thetaInitialize parameter values.
interior_linear_interpolationFill interior NAs in x by linear interpolation
kcdeEstimate the parameters for kcde. There is redundancy here...
kcde_crossval_estimate_parameter_lossUsing cross-validation, estimate the loss associated with a...
kcde_dist_predict_given_lagged_lead_obsMake predictions from an estimated kcde model forward...
kcde_kernel_centers_and_weights_predict_given_lagged_obsMake predictions from an estimated kcde model forward...
kcde_point_predict_given_kernel_centers_and_weightsMake predictions from an estimated kcde model forward...
kcde_predictMake predictions from an estimated kcde model forward...
kcde_predict_given_lagged_obsMake predictions from an estimated kcde model forward...
kcde_prob_predict_given_lagged_lead_obsCompute the conditional (predictive) probability that the...
kcde_quantile_predict_given_lagged_lead_obsDraw a sample from the predictive distribution corresponding...
kcde_sample_predict_given_lagged_lead_obsDraw a sample from the predictive distribution corresponding...
log_pdtmvn_kernelEvaluate the kernel function given by the log-pdtmvn...
log_pdtmvn_mode_centered_kernelEvaluate the kernel function given by the log-pdtmvn mode...
log_score_lossCompute log score based on a vector of log(p(data)) where p...
maeCompute Mean Absolute Error to evaluate point predictions
mae_from_kernel_weights_and_centersCompute "mean" absolute error for one time point from...
maseCompute Mean Absolute Scaled Error (MASE) to evaluate point...
mase_from_kernel_weights_and_centersCompute MASE from predictions that are in the form of kernel...
neg_log_score_lossCompute negative log score based on a vector of log(p(data))...
one_pass_signal_filterOne-pass filter using signal::filter, with two additions: 1)...
pdtmvn_kernelEvaluate the kernel function given by the pdtmvn...
periodic_kernelEvaluate the periodic kernel function
rlog_pdtmvn_kernelSimulate from the kernel function given by the pdtmvn...
rlog_pdtmvn_mode_centered_kernelSimulate from the kernel function given by the pdtmvn...
rpdtmvn_kernelSimulate from the kernel function given by the pdtmvn...
simulate_values_from_product_kernelSimulate values from (conditional) kernel.
two_pass_signal_filterForward and reverse pass filter to correct phase shift...
two_pass_stats_filterForward and reverse pass filter to correct phase shift...
update_filter_params_from_vectorized_butterworth_filterUpdate the parameter list phi from a vector of parameters on...
update_filter_params_from_vectorized_pm_opt_filterUpdate the parameter list phi from a vector of parameters on...
update_phi_from_vectorized_phi_estConvert phi from vector form to list form
update_theta_from_vectorized_theta_estConvert theta from vector form to list form
update_theta_from_vectorized_theta_est_log_pdtmvn_kernelA function to unvectorize the parameters of the pdtmvn_kernel...
update_theta_from_vectorized_theta_est_log_pdtmvn_mode_centered_kernelA function to unvectorize the parameters of the pdtmvn_kernel...
update_theta_from_vectorized_theta_est_pdtmvn_kernelA function to unvectorize the parameters of the pdtmvn_kernel...
update_theta_from_vectorized_theta_est_periodic_kernelA function to unvectorize the parameters of the pdtmvn_kernel...
update_vars_and_offsetsUpdate the list that keeps track of which combinations of...
validate_kcde_controlValidate kcde_control parameters for kcde - not implemented
vectorize_filter_params_butterworth_filterVectorize the parameters of the pm_opt_filter and convert to...
vectorize_filter_params_pm_opt_filterVectorize the parameters of the pm_opt_filter and convert to...
vectorize_params_log_pdtmvn_kernelA function to vectorize the parameters of the pdtmvn_kernel...
vectorize_params_log_pdtmvn_mode_centered_kernelA function to vectorize the parameters of the pdtmvn_kernel...
vectorize_params_pdtmvn_kernelA function to vectorize the parameters of the pdtmvn_kernel...
vectorize_params_periodic_kernelA function to vectorize the parameters of the pdtmvn_kernel...
reichlab/kcde documentation built on May 24, 2017, 10:46 p.m.