projects / aggexp.git / blame
| Commit | Line | Data |
|---|---|---|
| b76a24cd BA |
1 | Package: aggexp |
| 2 | Title: aggexp : AGGregation of EXPerts to forecast time-series | |
| 3 | Version: 0.2-3 | |
| 4 | Description: As the title suggests, past predictions of a set of given experts | |
| 5 | are aggregated until time t to predict at time t+1, (generally) as a weighted | |
| 6 | sum of values at time t. Several weights optimization algorithm are compared: | |
| 7 | exponential weights, MLPoly, and some classical statistical learning procedures | |
| 8 | (Ridge, SVM...). | |
| 9 | Author: Benjamin Auder <Benjamin.Auder@math.u-psud.fr> [aut,cre], | |
| 10 | Jean-Michel Poggi <Jean-Michel.Poggi@parisdescartes.fr> [ctb], | |
| 11 | Bruno Portier <Bruno.Portier@insa-rouen.fr>, [ctb] | |
| 12 | Maintainer: Benjamin Auder <Benjamin.Auder@math.u-psud.fr> | |
| 13 | Depends: | |
| 14 | R (>= 3.0) | |
| 15 | Suggests: | |
| 16 | gam, | |
| 17 | tree, | |
| 18 | kernlab | |
| 19 | LazyData: yes | |
| 20 | URL: http://git.auder.net/?p=aggexp.git | |
| 21 | License: MIT + file LICENSE | |
| 22 | Collate: | |
| 23 | 'A_NAMESPACE.R' | |
| 24 | 'z_util.R' | |
| 25 | 'b_Algorithm.R' | |
| 26 | 'b_LinearAlgorithm.R' | |
| 27 | 'd_dataset.R' | |
| 28 | 'm_ExponentialWeights.R' | |
| 29 | 'm_GeneralizedAdditive.R' | |
| 30 | 'm_KnearestNeighbors.R' | |
| 31 | 'm_MLPoly.R' | |
| 32 | 'm_RegressionTree.R' | |
| 33 | 'm_RidgeRegression.R' | |
| 34 | 'm_SVMclassif.R' | |
| 35 | 'z_getData.R' | |
| 36 | 'z_runAlgorithm.R' | |
| 37 | 'z_plotHelper.R' | |
| 38 | 'z_plot.R' | |
| 39 | RoxygenNote: 5.0.1 |