Wrapper for fitting EQRN with restart for stability

Usage

EQRN_fit_restart(
  X,
  y,
  intermediate_quantiles,
  interm_lvl,
  number_fits = 3,
  ...,
  seed = NULL,
  data_type = c("iid", "seq")
)

Arguments

X: Matrix of covariates, for training.
y: Response variable vector to model the extreme conditional quantile of, for training.
intermediate_quantiles: Vector of intermediate conditional quantiles at level interm_lvl.
interm_lvl: Probability level for the intermediate quantiles intermediate_quantiles.
number_fits: Number of restarts.
...: Other parameters given to either EQRN_fit() or EQRN_fit_seq(), depending on the data_type.
seed: Integer random seed for reproducibility in network weight initialization.
data_type: Type of data dependence, must be one of "iid" (for iid observations) or "seq" (for sequentially dependent observations).

Value

An EQRN object of classes c("EQRN_iid", "EQRN") or c("EQRN_seq", "EQRN"), containing the fitted network, as well as all the relevant information for its usage in other functions.