glmnet_multistep_fit_impl: Bridge GLMNET Multistep Modeling function

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Bridge GLMNET Multistep Modeling function

Description

Bridge GLMNET Multistep Modeling function

Usage

glmnet_multistep_fit_impl(
  x,
  y,
  alpha = 0,
  lambda = 1,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL
)

Arguments

x	A dataframe of xreg (exogenous regressors)
y	A numeric vector of values to fit
alpha	alpha
lambda	lambda
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features

microsoft/finnts documentation built on Oct. 30, 2024, 9:34 p.m.