kcde: Estimate the parameters for kcde. There is redundancy here...

Description Usage Arguments Value

Description

Estimate the parameters for kcde. There is redundancy here in that X_names, y_names, time_name are all included in the kcde_control object as well as parameters to this function. Decide on an interface.

Usage

1
kcde(X_names, y_names, data, init_theta_vector, init_phi_vector, kcde_control)

Arguments

X_names

a character vector of length >= 1 containing names of variables in the data data frame to use in forming the lagged observation process used for calculating weights

y_names

a character vector of length 1 containing the name of the variable in the data data frame to use as the target for prediction

data

a data frame where rows are consecutive observations

kcde_control

a list of parameters kcde_controlling how the fit is done. See the documentation for kcde_control.

Value

an object representing an estimated kcde model. Currently, a list with 7 components.


reichlab/kcde documentation built on May 27, 2019, 4:53 a.m.