rlgtfit: rlgtfit class

In Rlgt: Bayesian Exponential Smoothing Models with Trend Modifications

rlgtfit class

Description

A constructor function for objects of class rlgtfit, the main class of the package. Objects of this class are output from the rlgt function. This constructor will usually not be called by users directly.

Usage

rlgtfit(
  y,
  model.type,
  use.regression,
  seasonalityMethodId,
  levelMethodId,
  useSmoothingMethodForError = FALSE,
  seasonality,
  seasonality2,
  rlgtmodel,
  params,
  control,
  samples
)

Arguments

y	time series data for training (provided as a vector or a ts object).
model.type	the type of rlgt model, one of: "LGT", "SGT", "S2GT"
use.regression	whether the data has any additional variables to be used with forecasting, i.e. multivariate time-series.
seasonalityMethodId	Seasonality method Id (0- HW, 1- generalized).
levelMethodId	Level method Id.
useSmoothingMethodForError	if the non-standard function for error size should be used, one based on smoothed innovations or surprises
seasonality	This specification of seasonality will be overridden by frequency of y, if y is of ts or msts class. 1 by default, i.e. no seasonality.
seasonality2	Second seasonality. If larger than 1, a dual seasonality model will be used. This specification of seasonality will be overridden by the second seasonality of y, if y is of msts class. 1 by default, i.e. no seasonality or single seasonality.
rlgtmodel	an rlgt model.
params	list of parameters of the model (to be fitted).
control	list of control parameters, i.e. hyperparameter values for the model's prior distribution. See rlgt.control
samples	stanfit object representing the MCMC samples

Value

an rlgtfit instance

Rlgt documentation built on Sept. 16, 2023, 1:08 a.m.