plot.mixture {opera} | R Documentation |
Plot an object of class mixture
Description
provides different diagnostic plots for an aggregation procedure.
Usage
## S3 method for class 'mixture'
plot(
x,
pause = FALSE,
col = NULL,
alpha = 0.01,
dynamic = T,
type = "all",
max_experts = 50,
col_by_weight = TRUE,
...
)
Arguments
x |
an object of class mixture. If awake is provided (i.e., some experts are unactive), their residuals and cumulative losses are computed by using the predictions of the mixture. |
pause |
if set to TRUE (default) displays the plots separately, otherwise on a single page |
col |
the color to use to represent each experts, if set to NULL (default) use R |
alpha |
|
dynamic |
|
type |
|
max_experts |
|
col_by_weight |
|
... |
additional plotting parameters |
Value
plots representing: plot of weights of each expert in function of time, boxplots of these weights,
cumulative loss L_T=\sum_{t=1}^T l_{i,t}
of each expert in function of time, cumulative residuals \sum_{t=1}^T (y_t-f_{i,t})
of each
expert's forecast in function of time, average loss suffered by the experts and the contribution of each expert to the aggregation
p_{i,t}f_{i,t}
in function of time.
Author(s)
Pierre Gaillard <pierre@gaillard.me>
Yannig Goude <yannig.goude@edf.fr>
See Also
See opera-package
and opera-vignette for a brief example about how to use the package.