calc.scaleSTDratio |
Calculate the ratio of conditional error standard deviations |
data.gen.ar1 |
Generate predictor and response data. |
data.gen.ar4 |
Generate predictor and response data. |
data.gen.ar9 |
Generate predictor and response data. |
data1 |
Sample data : AR9 model: x(i)=0.3*x(i-1)-0.6*x(i-4)-0.5*x(i-9)+eps |
data2 |
Sample data : AR4 model: x(i)=0.6*x(i-1)-0.4*x(i-4)+eps |
data3 |
Sample data : AR1 model: x(i)=0.9*x(i-1)+0.866*eps |
knn |
Modified k-nearest neighbour conditional bootstrap or regression function estimation with extrapolation |
knnregl1cv |
Leave one out cross validation. |
pic.calc |
Calculate PIC |
pw.calc |
Calculate Partial Weight |
stepwise.PIC |
Calculate stepwise PIC |
Sydney |
Sample data: Data over Sydney region |