sliding_similarity: Sliding similarity via Pearson's correlation

Description Usage Arguments Value

View source: R/sequential-reweight.R

Description

Sliding similarity via Pearson's correlation

Usage

1
sliding_similarity(Y_hat_ext, lambda)

Arguments

Y_hat_ext

Predictions from the base-learners across the examples.

lambda

window size for computing correlations

Value

a list with a correlation matrix for each prediction point


vcerqueira/tsensembler documentation built on Oct. 28, 2020, 11:46 p.m.