ensemble_modelspec: Ensemble specification
In tsmodels/tsmethods: Time Series Methods
View source: R/distributions.R
ensemble_modelspec R Documentation
Ensemble specification
Description
Creates and validates an ensemble specification.
Usage
ensemble_modelspec(...)
Arguments
...
objects of either all of class “tsmodel.predict” or
“tsmodel.distribution” representing the probabilistic forecasts for
the same horizon of optionally different models on the same series and with
same number of draws. It is expected that the predictive distributions are
based on joint simulated draws passed to the innov argument in
the predict function of the supporting models. Instead of ...
it is also possible to pass a list of the objects.
Value
An object of class “ensemble.spec”.
tsmodels/tsmethods documentation built on Nov. 17, 2024, 12:34 a.m.
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View source: R/distributions.R
| ensemble_modelspec | R Documentation |
Ensemble specification
Description
Creates and validates an ensemble specification.
Usage
ensemble_modelspec(...)
Arguments
... |
objects of either all of class “tsmodel.predict” or
“tsmodel.distribution” representing the probabilistic forecasts for
the same horizon of optionally different models on the same series and with
same number of draws. It is expected that the predictive distributions are
based on joint simulated draws passed to the |
Value
An object of class “ensemble.spec”.
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.
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