Online Prediction by Expert Aggregation
Function to check validy of provided loss function
Function to check and modify the input class and type
Implementation of FTRL (Follow The Regularized Leader)
Errors suffered by a sequence of predictions
Compute an aggregation rule
Online Prediction by ExpeRt Aggregation
Compute oracle predictions
Functions to render dynamic mixture graphs using rAmCharts
Plot an object of class mixture
Plot an aggregation procedure
Functions to render dynamic oracle graphs using rAmCharts
Predict method for Mixture models
Convert a 1-dimensional series to blocks
Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user. See Cesa-Bianchi and Lugosi (2006) <doi:10.1017/CBO9780511546921> for an overview.