XTrueCorr2: Forecast for covariate matrix: using true generating process...
In yymmhaha/PackPaper1: Package related to my first paper
Description
Usage
Arguments
Value
Examples
View source: R/XFcstTrueCorr2.R
Description
Forecast for covariate matrix: using true generating process (correlated series type 2)
Usage
1
XTrueCorr2(horizon, sigmax, p.block, A.block, Xinput, nsize)
Arguments
horizon
a number. Forecast horizon.
sigmax
a number. Standard deviation of noise of x.
p.block
a list. Number of covariates x for each block. I think it's useless here.
A.block
a list of 3 matrices. Each contains 3 AR coefficient matrices for the 3 lags.
Xinput
a matrix. The original training X matrix for forecast, DAT$X.for.fcst (10 series)
nsize
a number. Size (nrow(Xinput)).
Value
a matrix
X.trueforecast
a matrix. Forecast values for each series produced by true method, simple scenario.
Examples
1
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yymmhaha/PackPaper1 documentation built on May 24, 2019, 8:55 a.m.
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Description Usage Arguments Value Examples
View source: R/XFcstTrueCorr2.R
Description
Forecast for covariate matrix: using true generating process (correlated series type 2)
Usage
1 | XTrueCorr2(horizon, sigmax, p.block, A.block, Xinput, nsize)
|
Arguments
horizon |
a number. Forecast horizon. |
sigmax |
a number. Standard deviation of noise of x. |
p.block |
a list. Number of covariates x for each block. I think it's useless here. |
A.block |
a list of 3 matrices. Each contains 3 AR coefficient matrices for the 3 lags. |
Xinput |
a matrix. The original training X matrix for forecast, DAT$X.for.fcst (10 series) |
nsize |
a number. Size (nrow(Xinput)). |
Value
a matrix
X.trueforecast |
a matrix. Forecast values for each series produced by true method, simple scenario. |
Examples
1 | ##
|
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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