Man pages for bdemeshev/torro

arguments_arimaArguments for auto arima models
arguments_etsArguments for ETS models
arguments_rwArguments for random walk models
arguments_var_lassoArguments for VAR-lasso models
arguments_var_lasso_toyArguments for VAR-lasso models toy version
attempt_to_statusExtract message from forecasting attempt
augment_forecastsAttach real y and model information to all_forecasts data...
calculate_rmseCalculate rmse and mae.
create_fits_longCreate fits_long data frame
create_interval_bordersCreate lower or upper interval border from future MCMC draws
estimate_arimaEstimate auto arima model on multivariate time series
estimate_etsEstimate ETS model on multivariate time series
estimate_rwDummy function to estimate random walk model
estimate_tvp_primiceriEstimate TVP model on multivariate time series
estimate_varEstimate VAR model on multivariate time series
estimate_var_lassoEstimate VAR-lasso model on multivariate time series
forecast_allForecast all requested models
forecast_arimaForecast using ARIMA model
forecast_etsForecast using ETS model
forecast_one_fitTry to estimate and forecast particular request
forecast_rwForecast using random walk model
forecast_tvp_primiceriForecast using TVP a la Primiceri model
forecast_varForecast using VAR model
forecast_var_lassoForecast using VAR-lasso model
get_forecasts_from_fit_filesRead forecasts from fit files
get_optimum_at_border_flagGet optimum at border flag from fit file
get_optimum_at_border_flagsGet optimum at border flags
get_parameter_colnamesGet parameter column names
get_scalesMeans and standard deviations of time series
get_status_from_fit_fileRecover estimation status from fit file
get_status_from_fit_filesRecover estimation status from fit files
granularity_to_vectorCoerce gran_1 and gran_2 scalars in list into vector gran
horizonsHorizons
horizons_toyHorizons toy version
is_optimum_at_borderCheck whether BigVAR LASSO optimum landed at border
log_messageLog message for boring estimation
matrix_to_mforecastTransform simple matrix of forecasts to mforecast object.
mforecast_to_matrixTransform mforecast object to simple matrix of forecasts.
modelsAll models with arguments in a nested data frame
models_toyAll models with arguments in a nested data frame toy version
next_obs_timeGet time of the next to last observation of time series
primiceri_draws_to_1d_forecastConvert future MCMC draws from TVP a la Primiceri to interval...
reforecast_fitReforecast mforecast object on new horizon
rus_macroRussian macro indicators
scale_toScale multivariate time series to specific means and standard...
set_agnostic_max_hSet maximal horizon for h-agnostic models
shiftsShifts
shifts_to_samplesTransform shifts data frame to samples data frame
shifts_toyShifts toy version
torrotorro: project-package to forecast russian macro indicators...
transform_to_relative_measureTransform absolute error measures to relative.
var_setsVariable sets
var_sets_toyVariable sets toy version
bdemeshev/torro documentation built on April 3, 2018, 8:26 p.m.