WARp_forecast_tangent: Forecast using WAR(p) models
In WRI: Wasserstein Regression and Inference
WARp_forecast_tangent R Documentation
Forecast using WAR(p) models
Description
This is a simplified function that produces the one-step ahead forecasts from WAR(p) models in the tangent space
Usage
WARp_forecast_tangent(p, acvfs)
Arguments
p
A positive integer, the order of the WAR(p) model.
acvfs
A list that is the output of WARp_acvfs()
Value
A numeric vector, the one-step ahead forecast produced by the WAR(p) model in the tangent space.
References
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
WRI documentation built on July 9, 2022, 1:06 a.m.
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| WARp_forecast_tangent | R Documentation |
Forecast using WAR(p) models
Description
This is a simplified function that produces the one-step ahead forecasts from WAR(p) models in the tangent space
Usage
WARp_forecast_tangent(p, acvfs)
Arguments
p |
A positive integer, the order of the WAR(p) model. |
acvfs |
A list that is the output of |
Value
A numeric vector, the one-step ahead forecast produced by the WAR(p) model in the tangent space.
References
Wasserstein Autoregressive Models for Density Time Series, Chao Zhang, Piotr Kokoszka, Alexander Petersen, 2022
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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