All functions |
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Expert Function Classes |
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Expert Library Classes |
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Main fitting function of LRMoE |
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LRMoE: Logit-Weighted Reduced Mixture-of-Experts |
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Demo data for |
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Initialize an LRMoE model based on Clustered Method of Moments |
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Modified |
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Compute f(a) = log(1 +/- exp(-a)) Numerically Optimally |
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Calculates moments of |
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Modified |
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predict_VaRCTE_posterior |
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predict_VaRCTE_prior |
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predict_class_posterior |
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predict_class_prior |
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predict_excess_posterior |
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predict_excess_prior |
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predict_limit_posterior |
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predict_limit_prior |
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predict_mean_posterior |
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predict_mean_prior |
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predict_var_posterior |
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predict_var_prior |
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Print expert matrix. |
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Generate the simulations of the expert_matrix |