lagmatrix: Collects and embeds lagged windows of data.

Description Usage Arguments Value

Description

Collects and embeds lagged windows of data.

Usage

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lagmatrix(x, lag_indices, pstr = deparse(substitute(x)), no_peeking = FALSE,
  ...)

Arguments

x

data input (can handle multi-column data, such as data.frames)

lag_indices

index of lags to embed. Can be empty

pstr

name of datacolumn (only used if x is a single column or vector)

no_peeking

if TRUE, lags <= 0 (from now and future) are removed

...

Not used

Value

a matrix of lagged windows


fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.