lasso_augmented_estimate: Estimate lasso model using tsibble with regressors
In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project
Description
Usage
Arguments
Details
Value
Examples
Description
Estimate lasso model using tsibble with regressors
Usage
1
lasso_augmented_estimate(augmented, target = "value", seed = 777)
Arguments
augmented
tsibble with all predictors with lags.
May be obtained using 'augment_tsibble_4_regression'.
target
name of the target variable
seed
random seed
Details
Estimate lasso model using tsibble with regressors
Regressors should already include lags, fourier terms, trend etc
Value
lasso model
Examples
1
2
3
4
test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts) %>% dplyr::rename(date = index)
augmented = augment_tsibble_4_regression(test_tsibble, h = 4)
model = lasso_augmented_estimate(augmented)
kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.
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Description Usage Arguments Details Value Examples
Description
Estimate lasso model using tsibble with regressors
Usage
1 | lasso_augmented_estimate(augmented, target = "value", seed = 777)
|
Arguments
augmented |
tsibble with all predictors with lags. May be obtained using 'augment_tsibble_4_regression'. |
target |
name of the target variable |
seed |
random seed |
Details
Estimate lasso model using tsibble with regressors Regressors should already include lags, fourier terms, trend etc
Value
lasso model
Examples
1 2 3 4 | test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts) %>% dplyr::rename(date = index)
augmented = augment_tsibble_4_regression(test_tsibble, h = 4)
model = lasso_augmented_estimate(augmented)
|
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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