View source: R/predict_forecast.R

fit_forecast_model | R Documentation |

Used within `predict_forecast()`

, this function fits the model to the data
frame, working whether the model is being fit across the entire data frame or
being fit to each group individually. Data is filtered prior to fitting,
model(s) are fit, and then fitted values are generated on the original.

```
fit_forecast_model(
df,
forecast_function,
response,
...,
test_col,
group_col,
group_models,
obs_filter,
sort_col,
sort_descending,
pred_col,
pred_upper_col,
pred_lower_col,
filter_na,
ret
)
```

`df` |
Data frame of model data. |

`forecast_function` |
An R function that outputs a forecast object coming from the
forecast package. You can directly pass |

`response` |
Column name of response variable to be used as the input to the forecast function. |

`...` |
Additional arguments passed to the forecast function. |

`test_col` |
Name of logical column specifying which response values to remove
for testing the model's predictive accuracy. If |

`group_col` |
Column name(s) of group(s) to use in |

`group_models` |
Logical, if |

`obs_filter` |
String value of the form " If `group_models = FALSE`, then `obs_filter` is only used to determine when predicted values replace observed values but **is not** used to restrict values from being used in model fitting. If `group_models = TRUE`, then a model is only fit for a group if they meet the `obs_filter` requirements. This provides speed benefits, particularly when running INLA time series using `predict_inla()`. |

`sort_col` |
Column name of column to arrange data by in |

`sort_descending` |
Logical value on whether the sorted values from |

`pred_col` |
Column name to store predicted value. |

`pred_upper_col` |
Column name to store upper bound of confidence interval
generated by the |

`pred_lower_col` |
Column name to store lower bound of confidence interval
generated by the |

`filter_na` |
Character value specifying how, if at all, to filter |

`ret` |
Character vector specifying what values the function returns. Defaults to returning a data frame, but can return a vector of model error, the model itself or a list with all 3 as components. |

If fitting models individually to each group, `mdl`

will never be returned, as
as these are instead a large list of models. Otherwise, a list of `mdl`

and `df`

is returned and used within `predict_inla()`

.

List of `mdl`

(fitted model) and `df`

(data frame with fitted values
and confidence bounds generated from the model).

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