possible_sigmas: Leave one season out cross validation to estimate kernel...
In gcgibson/kcde-new: My First Collection of Functions
Description
Leave one season out cross validation to estimate kernel parameters
Inputs:
ts_obj = time series object containing a time series under
ts_obj$val
and a season indicator under
ts_obj$season
and a calendar date under
ts_obj$date
k = number of neighbors to use
h = horizon
num_lags = 4
sigma = bandwith
Outputs:
Usage
1
Format
An object of class numeric of length 3.
gcgibson/kcde-new documentation built on March 2, 2020, 7:54 p.m.
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Description
Leave one season out cross validation to estimate kernel parameters Inputs: ts_obj = time series object containing a time series under ts_obj$val and a season indicator under ts_obj$season and a calendar date under ts_obj$date k = number of neighbors to use h = horizon num_lags = 4 sigma = bandwith Outputs:
Usage
1 |
Format
An object of class numeric of length 3.
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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