Predictable mixture of diagnostic e-increments — diagnostic

Combine diagnostics by a row-wise weighted average of e-increments. The weights must be fixed or predictable and each row must have total mass no larger than one.

Usage

diagnostic_mixture(
  diagnostics,
  weights = NULL,
  diagnostic_name = "diagnostic_mixture",
  alpha = diagnostics[[1L]]$alpha,
  metadata = list()
)

Arguments

diagnostics: List of predictive_e_diagnostic objects with matching time and individual identifiers.
weights: Optional vector of diagnostic weights or matrix with one row per observation.
diagnostic_name: Diagnostic name for the mixture.
alpha: Monitoring level.
metadata: Optional metadata list.

Value

A combined predictive_e_diagnostic object.