All functions

ExpertFunction

Expert Function Classes

ExpertMatrix

Expert Library Classes

FitLRMoE()

Main fitting function of LRMoE

LRMoE-package

LRMoE: Logit-Weighted Reduced Mixture-of-Experts

X Y X.obs Y.obs

Demo data for LRMoE.

cmm_init()

Initialize an LRMoE model based on Clustered Method of Moments

dgammacount()

Modified GammaCount pmf for better numerical accuracy.

log1mexp()

Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally

mgammacount()

Calculates moments of GammaCount using finite approximation.

pgammacount()

Modified GammaCount cdf for better numerical accuracy.

predict_VaRCTE_posterior()

predict_VaRCTE_posterior

predict_VaRCTE_prior()

predict_VaRCTE_prior

predict_class_posterior()

predict_class_posterior

predict_class_prior()

predict_class_prior

predict_excess_posterior()

predict_excess_posterior

predict_excess_prior()

predict_excess_prior

predict_limit_posterior()

predict_limit_posterior

predict_limit_prior()

predict_limit_prior

predict_mean_posterior()

predict_mean_posterior

predict_mean_prior()

predict_mean_prior

predict_var_posterior()

predict_var_posterior

predict_var_prior()

predict_var_prior

print_expert_matrix()

Print expert matrix.

sim_dataset()

Generate the simulations of the expert_matrix