Man pages for bdemeshev/torro
| arguments_arima | Arguments for auto arima models |
| arguments_ets | Arguments for ETS models |
| arguments_rw | Arguments for random walk models |
| arguments_var_lasso | Arguments for VAR-lasso models |
| arguments_var_lasso_toy | Arguments for VAR-lasso models toy version |
| attempt_to_status | Extract message from forecasting attempt |
| augment_forecasts | Attach real y and model information to all_forecasts data... |
| calculate_rmse | Calculate rmse and mae. |
| create_fits_long | Create fits_long data frame |
| create_interval_borders | Create lower or upper interval border from future MCMC draws |
| estimate_arima | Estimate auto arima model on multivariate time series |
| estimate_ets | Estimate ETS model on multivariate time series |
| estimate_rw | Dummy function to estimate random walk model |
| estimate_tvp_primiceri | Estimate TVP model on multivariate time series |
| estimate_var | Estimate VAR model on multivariate time series |
| estimate_var_lasso | Estimate VAR-lasso model on multivariate time series |
| forecast_all | Forecast all requested models |
| forecast_arima | Forecast using ARIMA model |
| forecast_ets | Forecast using ETS model |
| forecast_one_fit | Try to estimate and forecast particular request |
| forecast_rw | Forecast using random walk model |
| forecast_tvp_primiceri | Forecast using TVP a la Primiceri model |
| forecast_var | Forecast using VAR model |
| forecast_var_lasso | Forecast using VAR-lasso model |
| get_forecasts_from_fit_files | Read forecasts from fit files |
| get_optimum_at_border_flag | Get optimum at border flag from fit file |
| get_optimum_at_border_flags | Get optimum at border flags |
| get_parameter_colnames | Get parameter column names |
| get_scales | Means and standard deviations of time series |
| get_status_from_fit_file | Recover estimation status from fit file |
| get_status_from_fit_files | Recover estimation status from fit files |
| granularity_to_vector | Coerce gran_1 and gran_2 scalars in list into vector gran |
| horizons | Horizons |
| horizons_toy | Horizons toy version |
| is_optimum_at_border | Check whether BigVAR LASSO optimum landed at border |
| log_message | Log message for boring estimation |
| matrix_to_mforecast | Transform simple matrix of forecasts to mforecast object. |
| mforecast_to_matrix | Transform mforecast object to simple matrix of forecasts. |
| models | All models with arguments in a nested data frame |
| models_toy | All models with arguments in a nested data frame toy version |
| next_obs_time | Get time of the next to last observation of time series |
| primiceri_draws_to_1d_forecast | Convert future MCMC draws from TVP a la Primiceri to interval... |
| reforecast_fit | Reforecast mforecast object on new horizon |
| rus_macro | Russian macro indicators |
| scale_to | Scale multivariate time series to specific means and standard... |
| set_agnostic_max_h | Set maximal horizon for h-agnostic models |
| shifts | Shifts |
| shifts_to_samples | Transform shifts data frame to samples data frame |
| shifts_toy | Shifts toy version |
| torro | torro: project-package to forecast russian macro indicators... |
| transform_to_relative_measure | Transform absolute error measures to relative. |
| var_sets | Variable sets |
| var_sets_toy | Variable sets toy version |
