prune_c_outperformance: Prune subsets by out-performance
In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting
Description
Prune subsets by out-performance
Usage
1
prune_c_outperformance(loss_info, lambda, depth = NULL)
Arguments
loss_info
loss data in unseen observations
lambda
smoothing window size
depth
depth size how large is the maximum size
of the subsets. If NULL, defaults to no. of predictors
minus one.
vcerqueira/tsensembler documentation built on Oct. 28, 2020, 11:46 p.m.
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Description
Prune subsets by out-performance
Usage
1 | prune_c_outperformance(loss_info, lambda, depth = NULL)
|
Arguments
loss_info |
loss data in unseen observations |
lambda |
smoothing window size |
depth |
depth size how large is the maximum size of the subsets. If NULL, defaults to no. of predictors minus one. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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