View source: R/sts-functions.R
sts_decompose_forecast_by_component | R Documentation |
Decompose a forecast distribution into contributions from each component.
sts_decompose_forecast_by_component(model, forecast_dist, parameter_samples)
model |
An instance of |
forecast_dist |
A |
parameter_samples |
|
component_dists A named list mapping
component StructuralTimeSeries instances (elements of model$components
)
to Distribution
instances representing the marginal forecast for each component.
Each distribution has batch shape matching forecast_dist
(specifically,
the event shape is [num_steps_forecast]
).
Other sts-functions:
sts_build_factored_surrogate_posterior()
,
sts_build_factored_variational_loss()
,
sts_decompose_by_component()
,
sts_fit_with_hmc()
,
sts_forecast()
,
sts_one_step_predictive()
,
sts_sample_uniform_initial_state()
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