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README.Rmd typos #16

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12 changes: 6 additions & 6 deletions README.Rmd
Original file line number Diff line number Diff line change
Expand Up @@ -14,16 +14,16 @@ output: github_document
# Overview
The `stackr` package provides an easy way to combine predictions
from individual time series or panel data models to an
ensemble. `stackr` stacks Models according to the Continuous Ranked Probability
ensemble. `stackr` stacks models according to the Continuous Ranked Probability
Score (CRPS) over k-step ahead predictions. It is therefore especially
suited for timeseries and panel data. A function for
suited for time-series and panel data. A function for
leave-one-out CRPS may be added in the future. Predictions need to be
predictive distributions represented by predictive samples. Usually, these will
be sets of posterior predictive simulation draws generated by an MCMC
algorithm.

# Installation
install using
Install using

``` {r eval = FALSE}
devtools::install_github("epiforecasts/stackr")
Expand All @@ -33,8 +33,8 @@ devtools::install_github("epiforecasts/stackr")
Given some training data with true observed values as well as predictive samples
generated from different models, `stackr` finds the optimal (in the sense of
minimizing expected cross-validation predictive error) weights to form an
ensemble of these models. Using these weights, stackr can then provide
samples from the optimal model mixture by drawing from the predictice samples
ensemble of these models. Using these weights, `stackr` can then provide
samples from the optimal model mixture by drawing from the predictive samples
of those models in the correct proportion. This gives a mixture model
solely based on predictive samples and is in this regard superior to other
ensembling techniques like Bayesian Model Averaging. More information
Expand Down Expand Up @@ -78,7 +78,7 @@ score_df[, mean(crps), by = model][, setnames(.SD, "V1", "CRPS")]

# References
- Using Stacking to Average Bayesian Predictive Distributions, Yuling Yao, Aki Vehtari, Daniel Simpson, and Andrew Gelman, 2018, Bayesian Analysis 13, Number 3, pp. 917–1003 DOI 10.1214/17-BA1091
- Strictly Proper Scoring Rules, Prediction,and Estimation,
- Strictly Proper Scoring Rules, Prediction, and Estimation,
Tilmann Gneiting and Adrian E. Raftery, 2007, Journal of the American
Statistical Association, Volume 102, 2007 - Issue 477 DOI 10.1198/016214506000001437
- Comparing Bayes Model Averaging and Stacking When Model Approximation Error Cannot be Ignored,
Expand Down
21 changes: 11 additions & 10 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -17,16 +17,16 @@ MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.or

The `stackr` package provides an easy way to combine predictions from
individual time series or panel data models to an ensemble. `stackr`
stacks Models according to the Continuous Ranked Probability Score
stacks models according to the Continuous Ranked Probability Score
(CRPS) over k-step ahead predictions. It is therefore especially suited
for timeseries and panel data. A function for leave-one-out CRPS may be
for time-series and panel data. A function for leave-one-out CRPS may be
added in the future. Predictions need to be predictive distributions
represented by predictive samples. Usually, these will be sets of
posterior predictive simulation draws generated by an MCMC algorithm.

# Installation

install using
Install using

``` r
devtools::install_github("epiforecasts/stackr")
Expand All @@ -37,12 +37,13 @@ devtools::install_github("epiforecasts/stackr")
Given some training data with true observed values as well as predictive
samples generated from different models, `stackr` finds the optimal (in
the sense of minimizing expected cross-validation predictive error)
weights to form an ensemble of these models. Using these weights, stackr
can then provide samples from the optimal model mixture by drawing from
the predictice samples of those models in the correct proportion. This
gives a mixture model solely based on predictive samples and is in this
regard superior to other ensembling techniques like Bayesian Model
Averaging. More information can be found in the package vignette.
weights to form an ensemble of these models. Using these weights,
`stackr` can then provide samples from the optimal model mixture by
drawing from the predictive samples of those models in the correct
proportion. This gives a mixture model solely based on predictive
samples and is in this regard superior to other ensembling techniques
like Bayesian Model Averaging. More information can be found in the
package vignette.

Weights are generated using the `crps_weights` function. With these
weights and predictive samples, the `mixture_from_samples` function can
Expand Down Expand Up @@ -87,7 +88,7 @@ score_df[, mean(crps), by = model][, setnames(.SD, "V1", "CRPS")]
- Using Stacking to Average Bayesian Predictive Distributions, Yuling
Yao, Aki Vehtari, Daniel Simpson, and Andrew Gelman, 2018, Bayesian
Analysis 13, Number 3, pp. 917–1003 DOI 10.1214/17-BA1091
- Strictly Proper Scoring Rules, Prediction,and Estimation, Tilmann
- Strictly Proper Scoring Rules, Prediction, and Estimation, Tilmann
Gneiting and Adrian E. Raftery, 2007, Journal of the American
Statistical Association, Volume 102, 2007 - Issue 477 DOI
10.1198/016214506000001437
Expand Down