subset_identical: Subset a list of Forecast objects to identical origin or...

In lmForc: Linear Model Forecasting

Subset a list of Forecast objects to identical origin or future values.

Description

Function for subsetting all forecasts in a list of Forecast objects to overlapping origin or future values.

Usage

subset_identical(forcs, slot)

Arguments

forcs	List of Forecast objects.
slot	Character representing whether the list of Forecasts will be subset to identical origin or future values. Must be either "origin" or "future".

Value

List of subsetted Forecast objects with identical future or origin values.

Examples

forc1_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-05", "2011-03-10")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.27, 3.36, 4.78, 5.45, 5.12),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forc2_1h <- Forecast(
  origin = as.Date(c("2010-02-17", "2010-05-14", "2010-07-22", "2010-12-22", "2011-03-27")),
  future = as.Date(c("2010-06-30", "2010-09-30", "2010-12-31", "2011-03-31", "2011-06-30")),
  forecast = c(4.01, 3.89, 3.31, 4.33, 4.61),
  realized = c(4.96, 4.17, 4.26, 4.99, 5.38),
  h_ahead = 1
)

forcs <- list(forc1_1h, forc2_1h)

subset_identical(forcs, slot = "origin")

lmForc documentation built on Sept. 11, 2024, 8:14 p.m.