check_xreg: Checks on regressor matrix.

In tsaux: Time Series Forecasting Auxiliary Functions

Checks on regressor matrix.

Description

Used internally by other packages, these functions provides some commonly used validation checks on regressor matrices in both in and out of sample.

Usage

check_xreg(xreg, valid_index)

check_newxreg(newdata, xreg_names = NULL, h = 1, forc_dates = NULL)

Arguments

xreg	an xts matrix of named regressors.
valid_index	a vector of dates against which the xreg matrix index is compared for validity.
newdata	an xts matrix of out of named sample regressors.
xreg_names	names of regressors used in sample.
h	the forecast horizon
forc_dates	an optional vector of forecast dates. This is used if newdata is not an xts matrix in which case it formats the data into such using the forc_dates vector.

Value

Returns the xts input matrix if checks are passed else raises an error.

tsaux documentation built on April 4, 2025, 3:08 a.m.