cvts: Cross-validation for time series data
In opoyc/sftools: Automate Statistical Forecasting's workflows
Description
Usage
Arguments
Examples
Description
Cross-validation for time series data
Usage
1
Arguments
ts_data
tibble, dataframe or matrix. It is assumed that it is ordered by date.
cv_size
numeric. Cross validation size.
lag
numeric. How many periods ahead to forecast.
Examples
1
2
3
4
## Not run:
cvts()
## End(Not run)
opoyc/sftools documentation built on July 31, 2020, 3:33 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Examples
Description
Cross-validation for time series data
Usage
1 |
Arguments
ts_data |
tibble, dataframe or matrix. It is assumed that it is ordered by date. |
cv_size |
numeric. Cross validation size. |
lag |
numeric. How many periods ahead to forecast. |
Examples
1 2 3 4 | ## Not run:
cvts()
## End(Not run)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.