glmnet_multistep: GLMNET Multistep Horizon
In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

glmnet_multistep

R Documentation

GLMNET Multistep Horizon

Description

GLMNET Multistep Horizon

Usage

glmnet_multistep(
  mode = "regression",
  mixture = NULL,
  penalty = NULL,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL
)

Arguments

`mode`	A single character string for the type of model. The only possible value for this model is "regression".
`mixture`	mixture
`penalty`	penalty
`lag_periods`	lag periods
`external_regressors`	external regressors
`forecast_horizon`	forecast horizon
`selected_features`	selected features