Hedging algorithms with lag
Project description
# ledge
[](https://travis-ci.org/reichlab/ledge) [](https://pypi.python.org/pypi/ledge)
Hedging algorithms with lag.
Besides the regular setting of ‘prediction with expert advice’, we are interested in working with truth values with _lags_. This results in a partially observed truth value for the present (and the past) at each step. In a discrete time setting with delays in accurate characterization of _final_ truth, a truth value is specified by:
timepoint: The time itself
lag: Time the value was revealed - timepoint
## TODO Usage
ledge is a composed from a bunch of types (./ledge/datatypes.org) and functions. It works with [DataArrays](http://xarray.pydata.org/en/stable/generated/xarray.DataArray.html#xarray.DataArray) for model _predictions_, _losses_ and _truths_.
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