sliding_similarity {tsensembler} | R Documentation |
Sliding similarity via Pearson's correlation
Description
Sliding similarity via Pearson's correlation
Usage
sliding_similarity(Y_hat_ext, lambda)
Arguments
Y_hat_ext |
Predictions from the base-learners across the examples. |
lambda |
window size for computing correlations |
Value
a list with a correlation matrix for each prediction point
[Package tsensembler version 0.1.0 Index]