WCC.NNLS

WCC.NNLS

WCC.NNLS

Format

An object of class R6ClassGenerator of length 24.

Methods

new()

Creates a new computer for determining the best weighted combination of the ML libraries. currently this is merely the NNLS version from the general superlearner, but in the future it should be updated to be 1. online, and 2. using better algorithm (like NLopts) weights.initial vector containing the initial weights

getWeigths()

Returns the current list of optimal weights (or the initial weights, if not yet fitted)

compute(Z, Y, libraryNames, weights.initial)

Method to compute the best weighted combination of the underlying estimators Z matrix containing the outcomes of each of the estimators Y vector containing the actual outcome libraryNames vector containing the names of the estimators