update.svm_rbf_multistep: Update parameter in custom svm_rbf model

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Update parameter in custom svm_rbf model

Description

Update parameter in custom svm_rbf model

Usage

## S3 method for class 'svm_rbf_multistep'
update(
  object,
  parameters = NULL,
  cost = NULL,
  rbf_sigma = 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.
rbf_sigma	A positive number for radial basis function.
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_rbf

Value

Updated model

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