rolling_median_by_h: Compute a rolling median of x, after first aggregating by h

Description Usage Arguments Details Value

View source: R/diagnostics.R

Description

Right-aligned. Computes a single median for each unique value of h. Each median is over at least w samples.

Usage

1

Arguments

x

Array.

h

Array of horizon for each value in x.

w

Integer window size (number of elements).

name

String name for metric in result dataframe.

Details

For each h where there are fewer than w samples, we take samples from the previous h,

Value

Dataframe with columns horizon and name, the rolling median of x.


prophet documentation built on March 30, 2021, 5:05 p.m.