resid_block_bs: Block bootstrap
In camroach87/gefcom2017: Functions for GEFCOM 2017
Description
Usage
Arguments
Details
Value
Author(s)
View source: R/resid-block-bs.R
Description
Generates bootstrapped residuals using a block bootstrapping approach. Works
in a different fashion to dbl_block_bs as it must apply the
bootstrapped residuals to forecast data frame. Runs several checks to remove
incomplete days from historical residuals.
Usage
1
resid_block_bs(x_resid, x_fcst, block_length = 4)
Arguments
x_resid
data frame containing residuals.
x_fcst
data frame containing forecasts and dates.
block_length
numeric. Length of bootstrap blocks.
Details
TODO: change this so that forecast data frame isn't input. Can just return a
vector of residuals that gets added to data frame.
Value
The forecast data frame with a new residuals column.
Author(s)
Cameron Roach
camroach87/gefcom2017 documentation built on March 21, 2020, 11:46 p.m.
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Description Usage Arguments Details Value Author(s)
View source: R/resid-block-bs.R
Description
Generates bootstrapped residuals using a block bootstrapping approach. Works
in a different fashion to dbl_block_bs as it must apply the
bootstrapped residuals to forecast data frame. Runs several checks to remove
incomplete days from historical residuals.
Usage
1 | resid_block_bs(x_resid, x_fcst, block_length = 4)
|
Arguments
x_resid |
data frame containing residuals. |
x_fcst |
data frame containing forecasts and dates. |
block_length |
numeric. Length of bootstrap blocks. |
Details
TODO: change this so that forecast data frame isn't input. Can just return a vector of residuals that gets added to data frame.
Value
The forecast data frame with a new residuals column.
Author(s)
Cameron Roach
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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