predict_fd: Apply Method
In dpweix/mlmcusum: Detects Changes in Covariance for Multivariate TS
predict_fd R Documentation
Apply Method
Description
Predicts the values of new data using the output from the train_fd
function. Returns the calculated residuals and the plotting statistic.
Usage
predict_fd(model, new_data, new_data_exog = NULL, pstat0 = NULL)
Arguments
model
Output from the train_fd function.
new_data
A multivariate time series in dataframe or matrix form.
Value
A named list including the plotting statistic and residuals.
dpweix/mlmcusum documentation built on July 31, 2023, 10:13 a.m.
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| predict_fd | R Documentation |
Apply Method
Description
Predicts the values of new data using the output from the train_fd function. Returns the calculated residuals and the plotting statistic.
Usage
predict_fd(model, new_data, new_data_exog = NULL, pstat0 = NULL)
Arguments
model |
Output from the train_fd function. |
new_data |
A multivariate time series in dataframe or matrix form. |
Value
A named list including the plotting statistic and residuals.
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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