update.glmnet_multistep: Update parameter in custom glmnet model

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Update parameter in custom glmnet model

Description

Update parameter in custom glmnet model

Usage

## S3 method for class 'glmnet_multistep'
update(
  object,
  parameters = NULL,
  mixture = NULL,
  penalty = NULL,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL,
  fresh = FALSE,
  ...
)

Arguments

object	model object
parameters	parameters
mixture	mixture
penalty	penalty
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features
fresh	fresh
...	extra args passed to glmnet

Value

Updated model

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