CreateWalkForwardFuns: split the time series and creates a list tree as the main...

Description Usage Arguments Value

View source: R/helper_funs_framework.R

Description

split the time series and creates a list tree as the main object for further operations

Usage

1
CreateWalkForwardFuns(lTrain, lValid = 1)

Arguments

lTrain

length of training intervall in a walk forward validation

lValid

length of validation data for backtesting

Value

all splits in form of a list "out[[name]][[train]]" und "out[[name]][[valdation]]"


TheRealSvc/forecast4you documentation built on Dec. 18, 2021, 4:10 p.m.