new_transformation: Create a new modelling transformation

In fabletools: Core Tools for Packages in the 'fable' Framework

Create a new modelling transformation

Description

Produces a new transformation for fable modelling functions which will be used to transform, back-transform, and adjust forecasts.

Usage

new_transformation(transformation, inverse)

invert_transformation(x, ...)

Arguments

transformation	A function which transforms the data
inverse	A function which is the inverse of a transformation
x	A transformation (such as one created with new_transformation).
...	Further arguments passed to other methods.

Details

For more details about transformations, read the vignette: vignette("transformations", package = "fable")

Examples

scaled_logit <- function(x, lower=0, upper=1){
  log((x-lower)/(upper-x))
}
inv_scaled_logit <- function(x, lower=0, upper=1){
  (upper-lower)*exp(x)/(1+exp(x)) + lower
}
my_scaled_logit <- new_transformation(scaled_logit, inv_scaled_logit)

t_vals <- my_scaled_logit(1:10, 0, 100)
t_vals

fabletools documentation built on Oct. 12, 2023, 1:07 a.m.