bsts_spec_static: Specify bsts model for static linear regression

Description Usage Arguments Value

View source: R/bsts.R

Description

Specify bsts model for static linear regression

Usage

1
2
3
4
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 Oct. 31, 2018, 7 a.m.