EQRN/_pkgdown.yml at main · opasche/EQRN · GitHub

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url: https://opasche.github.io/EQRN/
template:
  bootstrap: 5
  light-switch: yes
reference:
- title: Fitting EQRN Tail Neural Networks
  desc: Functions to fit a tail GPD EQRN network to intermediate quantile exceedences
  contents:
  - EQRN_fit_restart
  - EQRN_fit
  - EQRN_fit_seq
- title: Predicting using fitted EQRN networks
  desc: ~
  contents:
  - EQRN_predict
  - EQRN_predict_seq
  - EQRN_predict_params
  - EQRN_predict_params_seq
  - EQRN_excess_probability
  - EQRN_excess_probability_seq
  - compute_EQRN_GPDLoss
  - compute_EQRN_seq_GPDLoss
- title: Saving and Loading
  desc: ~
  contents:
  - EQRN_save
  - EQRN_load
- title: Neural Networks Helpers
  desc: ~
  contents:
  - install_backend
  - backend_is_installed
  - default_device
  - loss_GPD_tensor
  - quantile_loss_tensor
  - get_excesses
  - process_features
  - perform_scaling
  - mts_dataset
  - FC_GPD_net
  - FC_GPD_SNN
  - Separated_GPD_SNN
  - Recurrent_GPD_net
  - QRNN_RNN_net
- title: Extreme Value Analysis Helpers
  desc: ~
  contents:
  - GPD_excess_probability
  - fit_GPD_unconditional
  - predict_unconditional_quantiles
  - predict_GPD_semiconditional
  - loss_GPD
  - unconditional_train_valid_GPD_loss
  - semiconditional_train_valid_GPD_loss
  - GPD_quantiles
- title: Intermediate Models
  desc: ~
  contents:
  - QRN_seq_fit
  - QRN_fit_multiple
  - QRN_seq_predict
  - QRN_seq_predict_foldwise
  - QRN_seq_predict_foldwise_sep
- title: Accuracy metrics
  desc: ~
  contents:
  - mean_squared_error
  - mean_absolute_error
  - square_loss
  - quantile_loss
  - prediction_bias
  - prediction_residual_variance
  - R_squared
  - proportion_below
  - quantile_prediction_error
  - quantile_exceedance_proba_error
  - multilevel_MSE
  - multilevel_MAE
  - multilevel_q_loss
  - multilevel_pred_bias
  - multilevel_resid_var
  - multilevel_R_squared
  - multilevel_prop_below
  - multilevel_q_pred_error
  - multilevel_exceedance_proba_error
- title: Other Helpers
  desc: ~
  contents:
  - check_directory
  - safe_save_rds
  - last_elem
  - roundm
  - vec2mat
  - make_folds
  - lagged_features
  - vector_insert
  - get_doFuture_operator
  - set_doFuture_strategy
  - end_doFuture_strategy
- title: Prediction methods
  desc: S3 class method support for classes `EQRN_iid`, `EQRN_seq` and `QRN_seq`,
    and methods `predict` and `excess_probability`, as a facultative alternative to
    their respective functions above.
  contents:
  - predict.EQRN_iid
  - predict.EQRN_seq
  - predict.QRN_seq
  - excess_probability
  - excess_probability.EQRN_iid
  - excess_probability.EQRN_seq
- title: internal
  contents:
  - onload_backend_installer
  - ensure_backend_installed
  - EQRN_predict_internal
  - EQRN_predict_internal_seq
  - instantiate_EQRN_network
  - setup_optimizer
  - setup_optimizer_seq
  - decay_learning_rate
  - batch_size_default
  - legacy_names
  - fix_dimsimplif
  - nn_dropout_nd
  - nn_alpha_dropout
  - list2matrix