Description Usage Arguments Value
Initialise a data pre-processing recipe
1 |
data |
Data frame. |
y |
The response variable. |
A object of class 'rec'. The object is a list that contains a data frame containing the meta data of the transformation and the results of some statistical tests. A data frame containing the actual transformed data. And the response variable.
The columns in the meta data include: * id: The sequence id of the transformation * transformation: The transformation type * original_vars: The original variable(s) involved in the transformation * new_var: The name of the new variable as a result of the transformation * parameter: Any parameter used in the transformation, e.g. rolling window, leading, lagging order * norm_test: p-value from the Shapiro-Wilk’s normality test * station_test: p-value from the Ljung-Box test for stationarity * cor_resp: correlation coefficient with the target value.
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