penalty_scaler: Penalty Scaling Function for parametric penalty weights

In petersonR/srlTS: Fast Time Series Modeling for Seasonal Series with Exogenous Variables

Penalty Scaling Function for parametric penalty weights

Description

Penalty Scaling Function for parametric penalty weights

Usage

penalty_scaler(lag, m, r, plot = TRUE, log = TRUE)

Arguments

lag	a vector of lags for which to calculate the penalty function
m	a vector of seasonality modes
r	a vector of dim (m + 1) for the factor penalties on c(m, time)
plot	logical; whether to plot the penalty function
log	logical; whether to return the log of the penalty function

petersonR/srlTS documentation built on Dec. 7, 2024, 12:39 a.m.