data_subset: Create information set

Description Usage Arguments Value

View source: R/data_preparation.R

Description

A function to subset data recursively or with a rolling window to create a valid information set. Is used as a data preparation helper function and is called internally by forecast_univariate, forecast_multivariate, and forecast_combine.

Usage

1
data_subset(Data, forecast.date, rolling.window, freq)

Arguments

Data

data.frame: data frame of target variable, exogenous variables, and observed date (named 'date')

forecast.date

date: upper bound of information set

rolling.window

int: size of rolling window, NA if expanding window is used

freq

string: time series frequency; day, week, month, quarter, year; only needed for rolling window factors

Value

data.frame bounded by the given date range


tylerJPike/OOS documentation built on March 20, 2021, 3:20 a.m.