new_modelgarch_bridge: Constructor for creating garchmodels models

In AlbertoAlmuinha/garchmodels: The 'Tidymodels' Extension for GARCH Models

Constructor for creating garchmodels models

Description

These functions are used to construct new garchmodels bridge functions that connect the tidymodels infrastructure to time-series models containing date or date-time features.

Usage

new_modelgarch_bridge(class, models, data, extras = NULL, desc = NULL)

Arguments

class	A class name that is used for creating custom printing messages
models	A list containing one or more models
data	A data frame (or tibble) containing 4 columns: (date column with name that matches input data), .actual, .fitted, and .residuals.
extras	An optional list that is typically used for transferring preprocessing recipes to the predict method.
desc	An optional model description to appear when printing your modeltime objects

Value

A list with the constructor

AlbertoAlmuinha/garchmodels documentation built on Aug. 13, 2022, 2:27 p.m.