dimension_ensemble: model ensemble

Description Usage Arguments Value

View source: R/dimension_ensemble.R

Description

forecast using dms

Usage

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dimension_ensemble(yraw, alpha, gg, kk, ll, pp, cores_number, hh,
  prior_constant_variance, density_size, sub, dimensions)

Arguments

yraw

data

alpha

forgetting factor

gg

state variance

kk

observation variance

ll

prior parameter

pp

lags

cores_number

number of parallel cores

hh

forecast horizon

prior_constant_variance

expecttaion prior choice

density_size

density_size

sub

sub models for dms

dimensions

variable to forecast

Value

forecasts and probability of the models


babdebuba/ftsmp documentation built on June 4, 2017, 12:11 a.m.