reg_forecast_setup: Set up exogenous regressors for explanation in a forecast...

In NorskRegnesentral/shapr: Prediction Explanation with Dependence-Aware Shapley Values

Set up exogenous regressors for explanation in a forecast model.

Description

Set up exogenous regressors for explanation in a forecast model.

Usage

reg_forecast_setup(x, horizon, group)

Arguments

x	A matrix with the exogenous variables.
horizon	Numeric. The forecast horizon to explain. Passed to the predict_model function.
group	The list of endogenous groups, to append exogenous groups to.

Value

A list containing

• fcast A matrix containing the exogenous observations needed for each observation.

• group The list group with the exogenous groups appended.

NorskRegnesentral/shapr documentation built on Feb. 11, 2025, 6:41 a.m.