Skip to main content

Hedging algorithms with lag

Project description

# ledge

[![Build Status](https://img.shields.io/travis/reichlab/ledge.svg?style=flat-square)](https://travis-ci.org/reichlab/ledge) [![Pypi](https://img.shields.io/pypi/v/ledge.svg?style=flat-square)](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:

  1. timepoint: The time itself

  2. 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_.

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

ledge-0.0.3.tar.gz (16.0 kB view hashes)

Uploaded Source

Built Distribution

ledge-0.0.3-py3-none-any.whl (5.6 kB view hashes)

Uploaded Python 3

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page