predict_fformpp: Function to predict forecast error measures from the the...

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

Function to predict forecast error measures from the the fitted fformpp

Description

This function is written based on the example codes in movingknots package by Dr. Feng Li. Please see https://github.com/feng-li/movingknots for more details.

Usage

predict_fformpp(model, feature.df, model.names, log = TRUE, final.estimate)

Arguments

model	fitted fformpp models, output of the function fit_fformpp
feature.df	feature matrix of test data
model.names	vector of names of the forecast algorithms, similar to the order of accmat argument in fit_ebmsr
log	if log transformation is used to convert Y values to real line
final.estimate	final estimate base on posterior distributions, mean or median

thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.