update.svm_poly_multistep: Update parameter in custom svm_poly model

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Update parameter in custom svm_poly model

Description

Update parameter in custom svm_poly model

Usage

## S3 method for class 'svm_poly_multistep'
update(
  object,
  parameters = NULL,
  cost = NULL,
  degree = NULL,
  scale_factor = NULL,
  margin = NULL,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL,
  fresh = FALSE,
  ...
)

Arguments

object	model object
parameters	parameters
cost	A positive number for the cost of predicting a sample within or on the wrong side of the margin.
degree	A positive number for polynomial degree.
scale_factor	A positive number for the polynomial scaling factor.
margin	A positive number for the epsilon in the SVM insensitive loss function
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features
fresh	fresh
...	extra args passed to svm_poly

Value

Updated model

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