gen_all_data: Generate all the data needed for the macroeconomics example

Description Usage Arguments

View source: R/macro_gen_all_data.R

Description

Generates all the data needed to create the figures and table in the macroeconomics example.

Usage

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gen_all_data(
  model_list,
  agc = list(5, 60, FALSE, 1),
  start_agg = 161,
  cw = 5,
  mvc = 10,
  gen_atom = TRUE,
  atom_df = NULL
)

Arguments

model_list

List of names of the atomic models to use.

agc

List of atomic prediction generation controllers. The first element of the list gives the starting time (ie what observation is considered as t = 1), the second element is the minimum window length used for estimation, and the third one is a boolean indicating if the estimation window is rolling or not.

start_agg

At which time point to start aggregating. This will depend on how much training data you want to feed the algorithms.

cw

Caliper width.

mvc

Minimum viable cluster.

gen_atom

Should atomic data be generated or is it supplied? Defaults to TRUE.

atom_df

Optional argument, supplies a data frame with atomic predictions.


ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.