ivx_fit: Fitter Functions for IVX Models

Description Usage Arguments Examples

View source: R/ivx.R

Description

Basic function called by ivx to fit predictive models. These should only be used directly by experienced users.

Usage

1
2
3
ivx_fit(y, x, horizon = 1, offset = NULL, ...)

ivx_wfit(y, x, w, horizon = 1, offset = NULL, ...)

Arguments

y

vector of observations of length n, or a matrix with n rows.

x

design matrix of dimension n * p.

horizon

is the horizon (default horizon = 1 corresponds to a short-horizon regression).

offset

(numeric of length n). This can be used to specify an a priori known component to be included in the linear predictor during fitting.

...

currently disregarded.

w

vector of weights (length n) to be used in the fitting process for the wfit functions. Weighted least squares is used with weights w, i.e., sum(w * e^2) is minimized.

Examples

1

ivx documentation built on Nov. 27, 2020, 5:09 p.m.