guess_error_sd_from_residuals: Safe initialization of guess for error prior
In timradtke/heuristika: Robust Probabilistic Forecasts to Tinker With

guess_error_sd_from_residuals

R Documentation

Safe initialization of guess for error prior

Use the MAD of the residuals if possible, else the MAD of the time series y else the fallback.

guess_error_sd_from_residuals(residuals, y, fallback = 1)

`residuals`	Residuals of some initial fit, usually returned by `initialize_states()`
`y`	The time series for which we guess the standard deviation of the residual error
`fallback`	A fallback value that is used when both `residuals` and `y` return unusable values