Wrapper for fitting a recurrent QRN with restart for stability
Usage
QRN_fit_multiple(
X,
y,
q_level,
number_fits = 3,
...,
seed = NULL,
data_type = c("seq", "iid")
)Arguments
- X
Matrix of covariates, for training.
- y
Response variable vector to model the conditional quantile of, for training.
- q_level
Probability level of the desired conditional quantiles to predict.
- number_fits
Number of restarts.
- ...
Other parameters given to
QRN_seq_fit().- 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). For the moment, only"seq"is accepted.