bsts_spec_static: Specify bsts model for static linear regression

In zedoul/anomaly: Contextual Bayesian Anomaly Detection in R

Description

Specify bsts model for static linear regression

Usage

bsts_spec_static(.data, sigma_guess = NULL, upper_limit = NULL,
  sd_prior_sample_size = 32, expected_model_size = 3,
  expected_r2 = 0.8, prior_df = 50, niter = 1000, ping = 0,
  model_options = NULL, nseasons = 0, ...)

Arguments

.data	time-series data to be trained
sigma_guess	an argument for bsts::bsts
upper_limit	an argument for bsts::bsts
sd_prior_sample_size	an argument for bsts::bsts
expected_model_size	an argument for bsts::bsts
expected_r2	an argument for bsts::bsts
prior_df	an argument for bsts::bsts
niter	an argument for bsts::bsts
ping	an argument for bsts::bsts
model_options	an argument for bsts::bsts
nseasons	number of seasons
...	params for bsts_model

Value

cbar.model.spec object for model specification

zedoul/anomaly documentation built on May 6, 2019, 10:53 a.m.