Predictor identifier: Nonparameteric PREDiction

[Up] [Top]

Documentation for package ‘NPRED’ version 1.0.1

Help Pages

calc.PIC Calculate PIC
calc.PW Calculate Partial Weight
calc.scaleSTDratio Calculate the ratio of conditional error standard deviations
data.gen.ar1 Generate predictor and response data.
data.gen.ar4 Generate predictor and response data.
data.gen.ar9 Generate predictor and response data.
data1 Sample data : AR9 model: x(i)=0.3*x(i-1)-0.6*x(i-4)-0.5*x(i-9)+eps
data2 Sample data : AR4 model: x(i)=0.6*x(i-1)-0.4*x(i-4)+eps
data3 Sample data : AR1 model: x(i)=0.9*x(i-1)+0.866*eps
knn Modified k-nearest neighbour conditional bootstrap or regression function estimation with extrapolation
knnregl1cv Leave one out cross validation.
stepwise.PIC Calculate stepwise PIC