ranger_2_scalar_forecast: Obtain scalar forecast from random forest (ranger) model
In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project
Description
Usage
Arguments
Details
Value
Examples
Description
Obtain scalar forecast from random forest (ranger) model
Usage
1
ranger_2_scalar_forecast(model, h = 1, target = "value", model_sample)
Arguments
model
estimated ranger model
h
forecasting horizon
target
name of the target variable
model_sample
non-augmented data set for model estimation
Details
Obtain scalar forecast from random forest (ranger) model.
The function automatically augments data with lags, fourier terms, trend etc.
Value
scalar forecast for given h
Examples
1
2
3
4
test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
model = ranger_fun(test_tsibble, h = 1)
ranger_2_scalar_forecast(model, h = 1, model_sample = test_tsibble)
kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.
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Description Usage Arguments Details Value Examples
Description
Obtain scalar forecast from random forest (ranger) model
Usage
1 | ranger_2_scalar_forecast(model, h = 1, target = "value", model_sample)
|
Arguments
model |
estimated ranger model |
h |
forecasting horizon |
target |
name of the target variable |
model_sample |
non-augmented data set for model estimation |
Details
Obtain scalar forecast from random forest (ranger) model. The function automatically augments data with lags, fourier terms, trend etc.
Value
scalar forecast for given h
Examples
1 2 3 4 | test_ts = stats::ts(rnorm(100), start = c(2000, 1), freq = 12)
test_tsibble = tsibble::as_tsibble(test_ts)
model = ranger_fun(test_tsibble, h = 1)
ranger_2_scalar_forecast(model, h = 1, model_sample = test_tsibble)
|
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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