plot.online

Plots the most recent weights in each quantile.

Combine probabilistic forecasts using CRPS learning algorithms proposed in Berrisch, Ziel (2021) <arXiv:2102.00968> <doi:10.1016/j.jeconom.2021.11.008>. The package implements multiple online learning algorithms like Bernstein online aggregation; see Wintenberger (2014) <arXiv:1404.1356>. Quantile regression is also implemented for comparison purposes. Model parameters can be tuned automatically with respect to the loss of the forecast combination. Methods like predict(), update(), plot() and print() are available for convenience. This package utilizes the optim C++ library for numeric optimization <https://github.com/kthohr/optim>.

Jonathan Berrisch

profoc

Probabilistic Forecast Combination Using CRPS Learning

Florian Ziel

plot.online function

<dl><dt>x</dt>
<dd>Object of class inheriting from 'online'</dd>
<dt>...</dt>
<dd>further arguments are ignored</dd></dl>

Arguments

Plot method for online models — plot.online

<dl>

<dt>x</dt>
<dd>Object of class inheriting from 'online'</dd>


<dt>...</dt>
<dd>further arguments are ignored</dd>

</dl>

plot.online: Plot method for online models

Description

Usage

Arguments