conv_opt {spBPS} | R Documentation |
Solver for Bayesian Predictive Stacking of Predictive densities convex optimization problem
Description
Solver for Bayesian Predictive Stacking of Predictive densities convex optimization problem
Usage
conv_opt(scores)
Arguments
scores |
matrix |
Value
W matrix of Bayesian Predictive Stacking weights for the K models considered
Examples
## Generate (randomly) K predictive scores for n observations
n <- 50
K <- 5
scores <- matrix(runif(n*K), nrow = n, ncol = K)
## Find Bayesian Predictive Stacking weights
opt_weights <- conv_opt(scores)
[Package spBPS version 0.0-4 Index]