Probabilistic Forecast Combination Using CRPS Learning
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Documentation for package ‘profoc’ version 1.3.2
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| profoc-package | Package Info |
| autoplot.batch | Autoplot method for batch models |
| autoplot.online | Autoplot method for online models |
| batch | Probabilistic Forecast Combination - Batch |
| conline | Create an conline Object from the conline C++ Class |
| init_experts_list | Create experts list to be used in conline class |
| make_basis_mats | Create a List of Basis Matrices |
| make_hat_mats | Create a List of Hat Matrices |
| make_knots | Create a vector of knots for splines |
| online | Probabilistic Forecast Combination - Online |
| oracle | Probabilistic Forecast Combination - Oracle |
| penalty | B-Spline penalty |
| plot.batch | Plot method for batch models |
| plot.online | Plot method for online models |
| post_process_model | Post Process Data from conline Class |
| predict.online | Predict method for online models |
| print.batch | Print method for batch models |
| print.online | Print method for online models |
| splines2_basis | Create B-Spline basis |
| summary.online | Summary method for online models |
| tidy.online.experts_loss | Tidy the Experts' losses of an Online object |
| tidy.online.forecaster_loss | Tidy the Experts' losses of an Online object |
| tidy.online.predictions | Tidy the Predictions of an Online object |
| tidy.online.weights | Tidy the Weights of an Online object |
| update.online | Update method for online models |