Predictor Identifier: Nonparametric Prediction


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Documentation for package ‘NPRED’ version 1.1.0

Help Pages

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