xls.objfun: Preparing eXtreme Least Squares Nonlinear Objective Function

In XLS: A Modeling Approach that Optimizes Future Errors in Least Squares

Preparing eXtreme Least Squares Nonlinear Objective Function

Description

Automatically used in xls.fit() No need to use if the objective function is not specifically desired to be achieved.

Usage

xls.objfun(data, error_column_name, error_weights, error_ahead_level)

Arguments

data	A data.frame object which is returned by xls.prep. Tip: xls.prep's .$data sub object returns the data.frame
error_column_name	Symbolic error column's name. By default, it is named "error_symbolic" by xls.prep()
error_weights	A numeric vector including error weights by order.
error_ahead_level	An integer which represents how many steps further the parameters will be optimized for each data point.

Value

A function object.

XLS documentation built on March 18, 2022, 7:03 p.m.