Files in thiyangt/fformpp
Feature-based FORecast Model Performance Prediction
.Rbuildignore
.gitignore
.travis.yml
DESCRIPTION
NAMESPACE
R/DGP.hwang.R
R/DGP.surface.R
R/DensGradHess.R
R/FitDiagnosis.R
R/FitDiagnosis.hwang.R
R/HessApprox.R
R/I.Kron.R
R/K.R
R/K.X.R
R/KStepNewtonMove.R
R/LogPredScore.R
R/MCMC.trajectory.R
R/MHPropMain_rw.R
R/MHPropMain_sgld.R
R/MHPropWithIWishart.R
R/MHPropWithKStepNewton.R
R/MVStocks.R
R/Mat.x.AT.k.I.x.K.x.delta.knots.R
R/Mat.x.DvecA.k.P_stp1.R
R/Mat.x.DvecA.k.P_stp2.R
R/Mat.x.DvecA.k.XTX_stp1.R
R/Mat.x.DvecA.k.XTX_stp2.R
R/Mat.x.DvecSigma.inv.k.XTX.R
R/Mat.x.delta.vecSigma4beta.inv.R
R/Mat.x.delta.xi.R
R/MovingKnots_MCMC_rw.R
R/MovingKnots_MCMC_sgld.R
R/Mu.R
R/MultiT.R
R/P.matrix.R
R/Params.subsets.R
R/RandomWalkMetropolis.R
R/SGLD.R
R/Sigma4betaFun.R
R/StdData.R
R/SurfacePred.R
R/X.x.delta.xi.R
R/Xmats.x.delta.xi.R
R/aT.x.DvecSigma4beta.inv.R
R/array2list.R
R/beta2.R
R/bfgsi.R
R/block.diag.R
R/close.all.R
R/colSds.R
R/combination_forecast.R
R/convert.densParams.R
R/csminit.R
R/csminwel.R
R/csminwelNew.R
R/csolve.R
R/csolveNew.R
R/d.matrix.R
R/data.R
R/data.partition.R
R/delta.K.R
R/delta.sumlogdetP.R
R/delta.sumqlogdetK .R
R/delta.vecPartiSigma4beta.inv.R
R/delta.xi.R
R/density_prior.R
R/derivVec.R
R/deriv_prior.R
R/diagAlg.R
R/dot_ls.objects.R
R/fit_fformpp.R
R/foldMat.R
R/ghypergeo.R
R/glm_gradhess.R
R/glm_logpost.R
R/grad.x.deriv_link.R
R/grid2.R
R/hamonic.R
R/hessian_approx.R
R/ibeta.R
R/idx.b2beta.R
R/idx.beta2b.R
R/individual_forecast.R
R/ineff.R
R/inhull.R
R/is.positivedefinite.R
R/is.singular.R
R/issingular.R
R/knots_check_boundary.R
R/knots_list2mat.R
R/knots_mat2list.R
R/knots_subsetsIdx.R
R/linear_IWishart.R
R/linear_gradhess.R
R/linear_logpost.R
R/linear_post4coef.R
R/lnorm2.R
R/locate.knots.R
R/logPost_spline.R
R/log_prior.R
R/make.knots.R
R/make.knotsPriVar.R
R/make_stepsize.R
R/mesh.grid.R
R/mixtures.R
R/mseq.R
R/mvgamma.R
R/numHess.R
R/numgrad.R
R/par.transform.R
R/par.transform2.R
R/parLinkFun.R
R/parMeanFun.R
R/parMeanFunGrad.R
R/pochhammer.R
R/predict_fformpp.R
R/progressbar.R
R/rdist.R
R/responsesuface.R
R/rhex.R
R/rmixmorm.R
R/save.all.R
R/set.crossvalid.R
R/set_crossvalid.R
R/sink.parallel.R
R/size.R
R/splitt.R
R/stock2covariates.R
R/sub.hessian.R
R/surface.hwang.R
R/tr.R
R/transform_features.R
R/transformations.R
R/vech.R
R/vech2m.R
R/volcano.R
R/whichInd.R
R/wishart.R
R/zeta.R
README.Rmd
README.md
data-raw/classlabelM1Y.rda
data-raw/classlabelM3Y.rda
data-raw/data_processing.R
data-raw/fcast_m1.rda
data-raw/featuresM1Y.rda
data-raw/featuresM3Y.rda
data-raw/fformpp.model.rda
data-raw/movingkontsANDfutils_installation.R
data-raw/test.R
data-raw/test.sh
data-raw/test.txt
data/fcast_m1.rda
data/features.df.m1.rda
data/features.df.rda
data/fformpp.model.rda
data/forecast.error.m1.rda
data/forecast.error.rda
fformpp.Rproj
man/DGP.Rd
man/DGP.surface.Rd
man/DensGradHess.Rd
man/FitDiagnosis.Rd
man/FitDiagnosis.hwang.Rd
man/KStepNewtonMove.Rd
man/LogPredScore.Rd
man/MHPropMain_rw.Rd
man/MHPropMain_sgld.Rd
man/MHPropWithIWishart.Rd
man/MHPropWithKStepNewton.Rd
man/MVStocks.Rd
man/Mat.delta.xi.Rd
man/Mat.x.AT.k.I.x.K.x.delta.knots.Rd
man/Mat.x.DvecA.k.P_stp1.Rd
man/Mat.x.DvecA.k.P_stp2.Rd
man/Mat.x.DvecA.k.XTX_stp1.Rd
man/Mat.x.delta.vecSigma4beta.inv.Rd
man/P.matrix.Rd
man/Params.subsets.Rd
man/RandomWalkMetropolis.Rd
man/SGLD.Rd
man/Sigma4betaFun.Rd
man/StdData.Rd
man/X.x.delta.xi.Rd
man/Xmats.x.delta.xi.Rd
man/aT.x.DvecSigma4beta.inv.Rd
man/array2list.Rd
man/block.diag.Rd
man/close.all.Rd
man/combination_forecast.Rd
man/convert.densParams.Rd
man/d.matrix.Rd
man/data.partition.Rd
man/delta.K.Rd
man/delta.vecPartiSigma4beta.inv.Rd
man/delta.xi.Rd
man/density_prior.Rd
man/deriv_prior.Rd
man/diwishart.Rd
man/dmixnorm.Rd
man/dmixnorm.ts.Rd
man/dot-ls.objects.Rd
man/dsplitt.Rd
man/fcast_m1.Rd
man/features.df.Rd
man/features.df.m1.Rd
man/fformpp.model.Rd
man/fit_fformpp.Rd
man/foldMat.Rd
man/forecast.error.Rd
man/forecast.error.m1.Rd
man/ghypergeo.Rd
man/glm_logpost.Rd
man/glogit.Rd
man/grapes-d-times-grapes.Rd
man/grid2.Rd
man/harmonic.Rd
man/hessApprox.Rd
man/hessian_approx.Rd
man/ibeta.Rd
man/idx.b2beta.Rd
man/idx.beta2b.Rd
man/individual_forecast.Rd
man/ineff.Rd
man/is.singular.Rd
man/knots_check_boundary.Rd
man/knots_list2mat.Rd
man/knots_mat2list.Rd
man/knots_subsetsIdx.Rd
man/linear_IWishart.Rd
man/locate.knots.Rd
man/log_prior.Rd
man/make.knots.Rd
man/make.knotsPriVar.Rd
man/make_stepsize.Rd
man/mesh.grid.Rd
man/mseq.Rd
man/mvgamma.Rd
man/par.transform.Rd
man/par.transform2.Rd
man/parLinkFun.Rd
man/parMeanFun.Rd
man/parMeanFunGrad.Rd
man/pochhammer.Rd
man/predict_fformpp.Rd
man/progressbar.Rd
man/rbeta2.Rd
man/rdist.Rd
man/rhex.Rd
man/rlnorm2.Rd
man/rmixnorm.Rd
man/rmixnorm.ts.Rd
man/save.all.Rd
man/set.crossvalid.Rd
man/size.Rd
man/stock2covariates.Rd
man/tr.Rd
man/transform_features.Rd
man/vech.Rd
man/vech2m.Rd
man/whichInd.Rd
