r check updates
This commit is contained in:
Родитель
7dbcab886c
Коммит
e6a472e12d
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@ -50,6 +50,7 @@ Imports:
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plyr,
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purrr,
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recipes,
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rlang,
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rsample,
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rules,
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snakecase,
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@ -78,4 +78,5 @@ importFrom(rules,cubist_fit)
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importFrom(rules,max_rules)
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importFrom(stats,frequency)
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importFrom(stats,sd)
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importFrom(stats,setNames)
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importFrom(stats,update)
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@ -132,7 +132,7 @@ make_cubist_multistep <- function() {
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#' @param selected_features selected features
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#'
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#' @return Get Multistep Horizon CUBIST model
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#' @noRd
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#' @keywords internal
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#' @export
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cubist_multistep <- function(mode = "regression",
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committees = NULL, neighbors = NULL,
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@ -166,7 +166,7 @@ cubist_multistep <- function(mode = "regression",
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#'
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#'
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#' @return Prints model info
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#' @noRd
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#' @keywords internal
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#' @export
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print.cubist_multistep <- function(x, ...) {
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cat("CUBIST Multistep Horizon (", x$mode, ")\n\n", sep = "")
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@ -195,7 +195,7 @@ print.cubist_multistep <- function(x, ...) {
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#' @param ... extra args passed to cubist
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#'
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#' @return Updated model
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#' @noRd
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#' @keywords internal
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#' @importFrom stats update
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#' @export
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update.cubist_multistep <- function(object,
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@ -258,7 +258,7 @@ update.cubist_multistep <- function(object,
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#'
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#'
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#' @return translated model
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#' @noRd
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#' @keywords internal
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#' @importFrom parsnip translate
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#' @export
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translate.cubist_multistep <- function(x, engine = x$engine, ...) {
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@ -285,7 +285,7 @@ translate.cubist_multistep <- function(x, engine = x$engine, ...) {
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#' @param forecast_horizon forecast horizon
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#' @param selected_features selected features
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#'
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#' @noRd
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#' @keywords internal
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#' @importFrom stats frequency
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#' @export
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cubist_multistep_fit_impl <- function(x, y,
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@ -399,7 +399,7 @@ cubist_multistep_fit_impl <- function(x, y,
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#'
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#'
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#' @return prints custom model
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#' @noRd
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#' @keywords internal
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#' @export
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print.cubist_multistep_fit_impl <- function(x, ...) {
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if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
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@ -422,7 +422,7 @@ print.cubist_multistep_fit_impl <- function(x, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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predict.cubist_multistep_fit_impl <- function(object, new_data, ...) {
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cubist_multistep_predict_impl(object, new_data, ...)
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@ -435,7 +435,7 @@ predict.cubist_multistep_fit_impl <- function(object, new_data, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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cubist_multistep_predict_impl <- function(object, new_data, ...) {
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@ -123,7 +123,7 @@ make_glmnet_multistep <- function() {
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#' @param selected_features selected features
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#'
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#' @return Get Multistep Horizon GLMNET model
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#' @noRd
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#' @keywords internal
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#' @export
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glmnet_multistep <- function(mode = "regression",
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mixture = NULL, penalty = NULL,
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@ -156,7 +156,7 @@ glmnet_multistep <- function(mode = "regression",
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#'
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#'
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#' @return Prints model info
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#' @noRd
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#' @keywords internal
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#' @export
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print.glmnet_multistep <- function(x, ...) {
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cat("GLMNET Multistep Horizon (", x$mode, ")\n\n", sep = "")
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@ -184,7 +184,7 @@ print.glmnet_multistep <- function(x, ...) {
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#' @param ... extra args passed to glmnet
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#'
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#' @return Updated model
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#' @noRd
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#' @keywords internal
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#' @importFrom stats update
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#' @export
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update.glmnet_multistep <- function(object,
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@ -244,7 +244,7 @@ update.glmnet_multistep <- function(object,
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#'
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#'
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#' @return translated model
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#' @noRd
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#' @keywords internal
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#' @importFrom parsnip translate
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#' @export
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translate.glmnet_multistep <- function(x, engine = x$engine, ...) {
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@ -270,7 +270,7 @@ translate.glmnet_multistep <- function(x, engine = x$engine, ...) {
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#' @param forecast_horizon forecast horizon
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#' @param selected_features selected features
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#'
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#' @noRd
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#' @keywords internal
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#' @importFrom stats frequency
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#' @export
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glmnet_multistep_fit_impl <- function(x, y,
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@ -387,7 +387,7 @@ glmnet_multistep_fit_impl <- function(x, y,
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#'
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#'
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#' @return prints custom model
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#' @noRd
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#' @keywords internal
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#' @export
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print.glmnet_multistep_fit_impl <- function(x, ...) {
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if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
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@ -410,7 +410,7 @@ print.glmnet_multistep_fit_impl <- function(x, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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predict.glmnet_multistep_fit_impl <- function(object, new_data, ...) {
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glmnet_multistep_predict_impl(object, new_data, ...)
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@ -423,7 +423,7 @@ predict.glmnet_multistep_fit_impl <- function(object, new_data, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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glmnet_multistep_predict_impl <- function(object, new_data, ...) {
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@ -133,7 +133,7 @@ make_mars_multistep <- function() {
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#' @param selected_features selected features
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#'
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#' @return Get Multistep Horizon MARS model
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#' @noRd
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#' @keywords internal
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#' @export
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mars_multistep <- function(mode = "regression",
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num_terms = NULL,
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@ -169,7 +169,7 @@ mars_multistep <- function(mode = "regression",
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#'
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#'
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#' @return Prints model info
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#' @noRd
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#' @keywords internal
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#' @export
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print.mars_multistep <- function(x, ...) {
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cat("MARS Multistep Horizon (", x$mode, ")\n\n", sep = "")
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@ -199,7 +199,7 @@ print.mars_multistep <- function(x, ...) {
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#' @param ... extra args passed to mars
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#'
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#' @return Updated model
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#' @noRd
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#' @keywords internal
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#' @importFrom stats update
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#' @export
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update.mars_multistep <- function(object,
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@ -262,7 +262,7 @@ update.mars_multistep <- function(object,
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#'
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#'
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#' @return translated model
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#' @noRd
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#' @keywords internal
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#' @importFrom parsnip translate
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#' @export
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translate.mars_multistep <- function(x, engine = x$engine, ...) {
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@ -290,7 +290,7 @@ translate.mars_multistep <- function(x, engine = x$engine, ...) {
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#' @param forecast_horizon forecast horizon
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#' @param selected_features selected features
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#'
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#' @noRd
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#' @keywords internal
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#' @importFrom stats frequency
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#' @export
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mars_multistep_fit_impl <- function(x, y,
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@ -410,7 +410,7 @@ mars_multistep_fit_impl <- function(x, y,
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#'
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#'
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#' @return prints custom model
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#' @noRd
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#' @keywords internal
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#' @export
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print.mars_multistep_fit_impl <- function(x, ...) {
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if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
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@ -433,7 +433,7 @@ print.mars_multistep_fit_impl <- function(x, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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predict.mars_multistep_fit_impl <- function(object, new_data, ...) {
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mars_multistep_predict_impl(object, new_data, ...)
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@ -446,7 +446,7 @@ predict.mars_multistep_fit_impl <- function(object, new_data, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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mars_multistep_predict_impl <- function(object, new_data, ...) {
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@ -144,7 +144,7 @@ make_svm_poly_multistep <- function() {
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#' @param selected_features selected features
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#'
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#' @return Get Multistep Horizon SVM-POLY model
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#' @noRd
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#' @keywords internal
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#' @export
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svm_poly_multistep <- function(mode = "regression",
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cost = NULL,
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@ -182,7 +182,7 @@ svm_poly_multistep <- function(mode = "regression",
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#'
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#'
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#' @return Prints model info
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#' @noRd
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#' @keywords internal
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#' @export
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print.svm_poly_multistep <- function(x, ...) {
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cat("SVM-POLY Multistep Horizon (", x$mode, ")\n\n", sep = "")
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@ -214,7 +214,7 @@ print.svm_poly_multistep <- function(x, ...) {
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#' @param ... extra args passed to svm_poly
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#'
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#' @return Updated model
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#' @noRd
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#' @keywords internal
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#' @importFrom stats update
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#' @export
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update.svm_poly_multistep <- function(object,
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@ -278,7 +278,7 @@ update.svm_poly_multistep <- function(object,
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#'
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#'
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#' @return translated model
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#' @noRd
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#' @keywords internal
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#' @importFrom parsnip translate
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#' @export
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translate.svm_poly_multistep <- function(x, engine = x$engine, ...) {
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@ -309,7 +309,7 @@ translate.svm_poly_multistep <- function(x, engine = x$engine, ...) {
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#' @param forecast_horizon forecast horizon
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#' @param selected_features selected features
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#'
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#' @noRd
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#' @keywords internal
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#' @importFrom stats frequency
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#' @export
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svm_poly_multistep_fit_impl <- function(x, y,
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@ -434,7 +434,7 @@ svm_poly_multistep_fit_impl <- function(x, y,
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#'
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#'
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#' @return prints custom model
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#' @noRd
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#' @keywords internal
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#' @export
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print.svm_poly_multistep_fit_impl <- function(x, ...) {
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if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
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@ -457,7 +457,7 @@ print.svm_poly_multistep_fit_impl <- function(x, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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predict.svm_poly_multistep_fit_impl <- function(object, new_data, ...) {
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svm_poly_multistep_predict_impl(object, new_data, ...)
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@ -470,7 +470,7 @@ predict.svm_poly_multistep_fit_impl <- function(object, new_data, ...) {
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#' @param new_data input data to predict
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#'
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#' @return predictions
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#' @noRd
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#' @keywords internal
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#' @export
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svm_poly_multistep_predict_impl <- function(object, new_data, ...) {
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@ -134,7 +134,7 @@ make_svm_rbf_multistep <- function() {
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#' @param selected_features selected features
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#'
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#' @return Get Multistep Horizon SVM-RBF model
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#' @noRd
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#' @keywords internal
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#' @export
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svm_rbf_multistep <- function(mode = "regression",
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cost = NULL,
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@ -170,7 +170,7 @@ svm_rbf_multistep <- function(mode = "regression",
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#'
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#'
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#' @return Prints model info
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#' @noRd
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#' @keywords internal
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#' @export
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print.svm_rbf_multistep <- function(x, ...) {
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cat("SVM-RBF Multistep Horizon (", x$mode, ")\n\n", sep = "")
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@ -200,7 +200,7 @@ print.svm_rbf_multistep <- function(x, ...) {
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#' @param ... extra args passed to svm_rbf
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#'
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#' @return Updated model
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#' @noRd
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#' @keywords internal
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#' @importFrom stats update
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#' @export
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update.svm_rbf_multistep <- function(object,
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@ -262,7 +262,7 @@ update.svm_rbf_multistep <- function(object,
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#'
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#'
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#' @return translated model
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#' @noRd
|
||||
#' @keywords internal
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#' @importFrom parsnip translate
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#' @export
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translate.svm_rbf_multistep <- function(x, engine = x$engine, ...) {
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|
@ -291,7 +291,7 @@ translate.svm_rbf_multistep <- function(x, engine = x$engine, ...) {
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#' @param forecast_horizon forecast horizon
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#' @param selected_features selected features
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||||
#'
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||||
#' @noRd
|
||||
#' @keywords internal
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#' @importFrom stats frequency
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#' @export
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svm_rbf_multistep_fit_impl <- function(x, y,
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|
@ -414,7 +414,7 @@ svm_rbf_multistep_fit_impl <- function(x, y,
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#'
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#'
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#' @return prints custom model
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||||
#' @noRd
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#' @keywords internal
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#' @export
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print.svm_rbf_multistep_fit_impl <- function(x, ...) {
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if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
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|
@ -437,7 +437,7 @@ print.svm_rbf_multistep_fit_impl <- function(x, ...) {
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#' @param new_data input data to predict
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||||
#'
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||||
#' @return predictions
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||||
#' @noRd
|
||||
#' @keywords internal
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||||
#' @export
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predict.svm_rbf_multistep_fit_impl <- function(object, new_data, ...) {
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svm_rbf_multistep_predict_impl(object, new_data, ...)
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|
@ -450,7 +450,7 @@ predict.svm_rbf_multistep_fit_impl <- function(object, new_data, ...) {
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#' @param new_data input data to predict
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||||
#'
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||||
#' @return predictions
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||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @export
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||||
svm_rbf_multistep_predict_impl <- function(object, new_data, ...) {
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||||
|
||||
|
|
|
@ -179,7 +179,7 @@ make_xgboost_multistep <- function() {
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#' @param selected_features selected features
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||||
#'
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||||
#' @return Get Multistep Horizon XGBoost model
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||||
#' @noRd
|
||||
#' @keywords internal
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||||
#' @export
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||||
xgboost_multistep <- function(mode = "regression",
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mtry = NULL, trees = NULL, min_n = NULL,
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||||
|
@ -219,7 +219,7 @@ xgboost_multistep <- function(mode = "regression",
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|||
#'
|
||||
#'
|
||||
#' @return Prints model info
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||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @export
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||||
print.xgboost_multistep <- function(x, ...) {
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||||
cat("XGBoost Multistep Horizon (", x$mode, ")\n\n", sep = "")
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|
@ -253,7 +253,7 @@ print.xgboost_multistep <- function(x, ...) {
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#' @param ... extra args passed to xgboost
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||||
#'
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||||
#' @return Updated model
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @importFrom stats update
|
||||
#' @export
|
||||
update.xgboost_multistep <- function(object,
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||||
|
@ -323,7 +323,7 @@ update.xgboost_multistep <- function(object,
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|||
#'
|
||||
#'
|
||||
#' @return translated model
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @importFrom parsnip translate
|
||||
#' @export
|
||||
translate.xgboost_multistep <- function(x, engine = x$engine, ...) {
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||||
|
@ -368,7 +368,7 @@ translate.xgboost_multistep <- function(x, engine = x$engine, ...) {
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|||
#' @param ... Additional arguments passed to `xgboost::xgb.train`
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||||
#'
|
||||
#'
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @importFrom stats frequency
|
||||
#' @export
|
||||
xgboost_multistep_fit_impl <- function(x, y,
|
||||
|
@ -497,7 +497,7 @@ xgboost_multistep_fit_impl <- function(x, y,
|
|||
#'
|
||||
#'
|
||||
#' @return prints custom model
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
print.xgboost_multistep_fit_impl <- function(x, ...) {
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||||
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
|
||||
|
@ -520,7 +520,7 @@ print.xgboost_multistep_fit_impl <- function(x, ...) {
|
|||
#' @param new_data input data to predict
|
||||
#'
|
||||
#' @return predictions
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
predict.xgboost_multistep_fit_impl <- function(object, new_data, ...) {
|
||||
xgboost_multistep_predict_impl(object, new_data, ...)
|
||||
|
@ -534,7 +534,7 @@ predict.xgboost_multistep_fit_impl <- function(object, new_data, ...) {
|
|||
#' @param ... Additional arguments passed to `predict.xgb.Booster()`
|
||||
#'
|
||||
#' @return predictions
|
||||
#' @noRd
|
||||
#' @keywords internal
|
||||
#' @export
|
||||
xgboost_multistep_predict_impl <- function(object, new_data, ...) {
|
||||
|
||||
|
|
|
@ -14,14 +14,15 @@ utils::globalVariables(c(
|
|||
".config", "Forecast_Tbl", "Model_Workflow", "id", "model_run",
|
||||
"Auto_Accept", "Feature", "Imp", "Importance", "LOFO_Var", "Var_RMSE", "Vote", "Votes", "desc",
|
||||
"term", "Column", "Box_Cox_Lambda", "get_recipie_configurable", "Agg", "Unique", "Var",
|
||||
"Var_Combo", "regressor", "regressor_tbl", "value_level_iter"
|
||||
"Var_Combo", "regressor", "regressor_tbl", "value_level_iter", ".actual", ".fitted",
|
||||
"forecast_horizon", "lag", "new_data", "object", "fit"
|
||||
))
|
||||
|
||||
#' @importFrom magrittr %>%
|
||||
|
||||
#' @importFrom methods formalArgs
|
||||
|
||||
#' @importFrom stats sd
|
||||
#' @importFrom stats sd setNames
|
||||
|
||||
#' @importFrom foreach %do% %dopar%
|
||||
|
||||
|
|
|
@ -0,0 +1,40 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{cubist_multistep}
|
||||
\alias{cubist_multistep}
|
||||
\title{CUBIST Multistep Horizon}
|
||||
\usage{
|
||||
cubist_multistep(
|
||||
mode = "regression",
|
||||
committees = NULL,
|
||||
neighbors = NULL,
|
||||
max_rules = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{committees}{committees}
|
||||
|
||||
\item{neighbors}{neighbors}
|
||||
|
||||
\item{max_rules}{max rules}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon CUBIST model
|
||||
}
|
||||
\description{
|
||||
CUBIST Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{cubist_multistep_fit_impl}
|
||||
\alias{cubist_multistep_fit_impl}
|
||||
\title{Bridge CUBIST Multistep Modeling function}
|
||||
\usage{
|
||||
cubist_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
committees = 1,
|
||||
neighbors = 0,
|
||||
max_rules = 10,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{committees}{committees}
|
||||
|
||||
\item{neighbors}{neighbors}
|
||||
|
||||
\item{max_rules}{max rules}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\description{
|
||||
Bridge CUBIST Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{cubist_multistep_predict_impl}
|
||||
\alias{cubist_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for CUBIST Multistep Horizon Models}
|
||||
\usage{
|
||||
cubist_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional \code{parsnip}-related options, depending on the
|
||||
value of \code{type}. Arguments to the underlying model's prediction
|
||||
function cannot be passed here (use the \code{opts} argument instead).
|
||||
Possible arguments are:
|
||||
\itemize{
|
||||
\item \code{interval}: for \code{type} equal to \code{"survival"} or \code{"quantile"}, should
|
||||
interval estimates be added, if available? Options are \code{"none"}
|
||||
and \code{"confidence"}.
|
||||
\item \code{level}: for \code{type} equal to \code{"conf_int"}, \code{"pred_int"}, or \code{"survival"},
|
||||
this is the parameter for the tail area of the intervals
|
||||
(e.g. confidence level for confidence intervals).
|
||||
Default value is \code{0.95}.
|
||||
\item \code{std_error}: for \code{type} equal to \code{"conf_int"} or \code{"pred_int"}, add
|
||||
the standard error of fit or prediction (on the scale of the
|
||||
linear predictors). Default value is \code{FALSE}.
|
||||
\item \code{quantile}: for \code{type} equal to \code{quantile}, the quantiles of the
|
||||
distribution. Default is \code{(1:9)/10}.
|
||||
\item \code{eval_time}: for \code{type} equal to \code{"survival"} or \code{"hazard"}, the
|
||||
time points at which the survival probability or hazard is estimated.
|
||||
}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for CUBIST Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,39 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{glmnet_multistep}
|
||||
\alias{glmnet_multistep}
|
||||
\title{GLMNET Multistep Horizon}
|
||||
\usage{
|
||||
glmnet_multistep(
|
||||
mode = "regression",
|
||||
mixture = NULL,
|
||||
penalty = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{mixture}{mixture}
|
||||
|
||||
\item{penalty}{penalty}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon GLMNET model
|
||||
}
|
||||
\description{
|
||||
GLMNET Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,38 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{glmnet_multistep_fit_impl}
|
||||
\alias{glmnet_multistep_fit_impl}
|
||||
\title{Bridge GLMNET Multistep Modeling function}
|
||||
\usage{
|
||||
glmnet_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
alpha = 0,
|
||||
lambda = 1,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{alpha}{alpha}
|
||||
|
||||
\item{lambda}{lambda}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\description{
|
||||
Bridge GLMNET Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{glmnet_multistep_predict_impl}
|
||||
\alias{glmnet_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for GLMNET Multistep Horizon Models}
|
||||
\usage{
|
||||
glmnet_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional \code{parsnip}-related options, depending on the
|
||||
value of \code{type}. Arguments to the underlying model's prediction
|
||||
function cannot be passed here (use the \code{opts} argument instead).
|
||||
Possible arguments are:
|
||||
\itemize{
|
||||
\item \code{interval}: for \code{type} equal to \code{"survival"} or \code{"quantile"}, should
|
||||
interval estimates be added, if available? Options are \code{"none"}
|
||||
and \code{"confidence"}.
|
||||
\item \code{level}: for \code{type} equal to \code{"conf_int"}, \code{"pred_int"}, or \code{"survival"},
|
||||
this is the parameter for the tail area of the intervals
|
||||
(e.g. confidence level for confidence intervals).
|
||||
Default value is \code{0.95}.
|
||||
\item \code{std_error}: for \code{type} equal to \code{"conf_int"} or \code{"pred_int"}, add
|
||||
the standard error of fit or prediction (on the scale of the
|
||||
linear predictors). Default value is \code{FALSE}.
|
||||
\item \code{quantile}: for \code{type} equal to \code{quantile}, the quantiles of the
|
||||
distribution. Default is \code{(1:9)/10}.
|
||||
\item \code{eval_time}: for \code{type} equal to \code{"survival"} or \code{"hazard"}, the
|
||||
time points at which the survival probability or hazard is estimated.
|
||||
}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for GLMNET Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,43 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{mars_multistep}
|
||||
\alias{mars_multistep}
|
||||
\title{MARS Multistep Horizon}
|
||||
\usage{
|
||||
mars_multistep(
|
||||
mode = "regression",
|
||||
num_terms = NULL,
|
||||
prod_degree = NULL,
|
||||
prune_method = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{num_terms}{The number of features that will be retained in
|
||||
the final model, including the intercept.}
|
||||
|
||||
\item{prod_degree}{The highest possible interaction degree.}
|
||||
|
||||
\item{prune_method}{The pruning method.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon MARS model
|
||||
}
|
||||
\description{
|
||||
MARS Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,42 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{mars_multistep_fit_impl}
|
||||
\alias{mars_multistep_fit_impl}
|
||||
\title{Bridge MARS Multistep Modeling function}
|
||||
\usage{
|
||||
mars_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
nprune = NULL,
|
||||
degree = 1L,
|
||||
pmethod = "backward",
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{nprune}{The number of features that will be retained in
|
||||
the final model, including the intercept.}
|
||||
|
||||
\item{degree}{The highest possible interaction degree.}
|
||||
|
||||
\item{pmethod}{The pruning method.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\description{
|
||||
Bridge MARS Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{mars_multistep_predict_impl}
|
||||
\alias{mars_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for mars Multistep Horizon Models}
|
||||
\usage{
|
||||
mars_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional \code{parsnip}-related options, depending on the
|
||||
value of \code{type}. Arguments to the underlying model's prediction
|
||||
function cannot be passed here (use the \code{opts} argument instead).
|
||||
Possible arguments are:
|
||||
\itemize{
|
||||
\item \code{interval}: for \code{type} equal to \code{"survival"} or \code{"quantile"}, should
|
||||
interval estimates be added, if available? Options are \code{"none"}
|
||||
and \code{"confidence"}.
|
||||
\item \code{level}: for \code{type} equal to \code{"conf_int"}, \code{"pred_int"}, or \code{"survival"},
|
||||
this is the parameter for the tail area of the intervals
|
||||
(e.g. confidence level for confidence intervals).
|
||||
Default value is \code{0.95}.
|
||||
\item \code{std_error}: for \code{type} equal to \code{"conf_int"} or \code{"pred_int"}, add
|
||||
the standard error of fit or prediction (on the scale of the
|
||||
linear predictors). Default value is \code{FALSE}.
|
||||
\item \code{quantile}: for \code{type} equal to \code{quantile}, the quantiles of the
|
||||
distribution. Default is \code{(1:9)/10}.
|
||||
\item \code{eval_time}: for \code{type} equal to \code{"survival"} or \code{"hazard"}, the
|
||||
time points at which the survival probability or hazard is estimated.
|
||||
}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for mars Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{predict.cubist_multistep_fit_impl}
|
||||
\alias{predict.cubist_multistep_fit_impl}
|
||||
\title{Predict custom cubist model}
|
||||
\usage{
|
||||
\method{predict}{cubist_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom cubist model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{predict.glmnet_multistep_fit_impl}
|
||||
\alias{predict.glmnet_multistep_fit_impl}
|
||||
\title{Predict custom glmnet model}
|
||||
\usage{
|
||||
\method{predict}{glmnet_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom glmnet model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{predict.mars_multistep_fit_impl}
|
||||
\alias{predict.mars_multistep_fit_impl}
|
||||
\title{Predict custom mars model}
|
||||
\usage{
|
||||
\method{predict}{mars_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom mars model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{predict.svm_poly_multistep_fit_impl}
|
||||
\alias{predict.svm_poly_multistep_fit_impl}
|
||||
\title{Predict custom svm_poly model}
|
||||
\usage{
|
||||
\method{predict}{svm_poly_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom svm_poly model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{predict.svm_rbf_multistep_fit_impl}
|
||||
\alias{predict.svm_rbf_multistep_fit_impl}
|
||||
\title{Predict custom svm_rbf model}
|
||||
\usage{
|
||||
\method{predict}{svm_rbf_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom svm_rbf model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,20 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{predict.xgboost_multistep_fit_impl}
|
||||
\alias{predict.xgboost_multistep_fit_impl}
|
||||
\title{Predict custom xgboost model}
|
||||
\usage{
|
||||
\method{predict}{xgboost_multistep_fit_impl}(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Predict custom xgboost model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{print.cubist_multistep}
|
||||
\alias{print.cubist_multistep}
|
||||
\title{Print custom cubist model}
|
||||
\usage{
|
||||
\method{print}{cubist_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom cubist model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{print.cubist_multistep_fit_impl}
|
||||
\alias{print.cubist_multistep_fit_impl}
|
||||
\title{Print fitted custom cubist model}
|
||||
\usage{
|
||||
\method{print}{cubist_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom cubist model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{print.glmnet_multistep}
|
||||
\alias{print.glmnet_multistep}
|
||||
\title{Print custom glmnet model}
|
||||
\usage{
|
||||
\method{print}{glmnet_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom glmnet model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{print.glmnet_multistep_fit_impl}
|
||||
\alias{print.glmnet_multistep_fit_impl}
|
||||
\title{Print fitted custom glmnet model}
|
||||
\usage{
|
||||
\method{print}{glmnet_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom glmnet model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{print.mars_multistep}
|
||||
\alias{print.mars_multistep}
|
||||
\title{Print custom mars model}
|
||||
\usage{
|
||||
\method{print}{mars_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom mars model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{print.mars_multistep_fit_impl}
|
||||
\alias{print.mars_multistep_fit_impl}
|
||||
\title{Print fitted custom mars model}
|
||||
\usage{
|
||||
\method{print}{mars_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom mars model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{print.svm_poly_multistep}
|
||||
\alias{print.svm_poly_multistep}
|
||||
\title{Print custom svm_poly model}
|
||||
\usage{
|
||||
\method{print}{svm_poly_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom svm_poly model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{print.svm_poly_multistep_fit_impl}
|
||||
\alias{print.svm_poly_multistep_fit_impl}
|
||||
\title{Print fitted custom svm_poly model}
|
||||
\usage{
|
||||
\method{print}{svm_poly_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom svm_poly model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{print.svm_rbf_multistep}
|
||||
\alias{print.svm_rbf_multistep}
|
||||
\title{Print custom svm_rbf model}
|
||||
\usage{
|
||||
\method{print}{svm_rbf_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom svm_rbf model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{print.svm_rbf_multistep_fit_impl}
|
||||
\alias{print.svm_rbf_multistep_fit_impl}
|
||||
\title{Print fitted custom svm_rbf model}
|
||||
\usage{
|
||||
\method{print}{svm_rbf_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom svm_rbf model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{print.xgboost_multistep}
|
||||
\alias{print.xgboost_multistep}
|
||||
\title{Print custom xgboost model}
|
||||
\usage{
|
||||
\method{print}{xgboost_multistep}(x, ...)
|
||||
}
|
||||
\value{
|
||||
Prints model info
|
||||
}
|
||||
\description{
|
||||
Print custom xgboost model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{print.xgboost_multistep_fit_impl}
|
||||
\alias{print.xgboost_multistep_fit_impl}
|
||||
\title{Print fitted custom xgboost model}
|
||||
\usage{
|
||||
\method{print}{xgboost_multistep_fit_impl}(x, ...)
|
||||
}
|
||||
\value{
|
||||
prints custom model
|
||||
}
|
||||
\description{
|
||||
Print fitted custom xgboost model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,48 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{svm_poly_multistep}
|
||||
\alias{svm_poly_multistep}
|
||||
\title{SVM-POLY Multistep Horizon}
|
||||
\usage{
|
||||
svm_poly_multistep(
|
||||
mode = "regression",
|
||||
cost = NULL,
|
||||
degree = NULL,
|
||||
scale_factor = NULL,
|
||||
margin = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{cost}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{degree}{A positive number for polynomial degree.}
|
||||
|
||||
\item{scale_factor}{A positive number for the polynomial
|
||||
scaling factor.}
|
||||
|
||||
\item{margin}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon SVM-POLY model
|
||||
}
|
||||
\description{
|
||||
SVM-POLY Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,47 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{svm_poly_multistep_fit_impl}
|
||||
\alias{svm_poly_multistep_fit_impl}
|
||||
\title{Bridge SVM-POLY Multistep Modeling function}
|
||||
\usage{
|
||||
svm_poly_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
C = double(1),
|
||||
degree = integer(1),
|
||||
scale = double(1),
|
||||
epsilon = double(1),
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{C}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{degree}{A positive number for polynomial degree.}
|
||||
|
||||
\item{scale}{A positive number for the polynomial
|
||||
scaling factor.}
|
||||
|
||||
\item{epsilon}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\description{
|
||||
Bridge SVM-POLY Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{svm_poly_multistep_predict_impl}
|
||||
\alias{svm_poly_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for SVM-POLY Multistep Horizon Models}
|
||||
\usage{
|
||||
svm_poly_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional \code{parsnip}-related options, depending on the
|
||||
value of \code{type}. Arguments to the underlying model's prediction
|
||||
function cannot be passed here (use the \code{opts} argument instead).
|
||||
Possible arguments are:
|
||||
\itemize{
|
||||
\item \code{interval}: for \code{type} equal to \code{"survival"} or \code{"quantile"}, should
|
||||
interval estimates be added, if available? Options are \code{"none"}
|
||||
and \code{"confidence"}.
|
||||
\item \code{level}: for \code{type} equal to \code{"conf_int"}, \code{"pred_int"}, or \code{"survival"},
|
||||
this is the parameter for the tail area of the intervals
|
||||
(e.g. confidence level for confidence intervals).
|
||||
Default value is \code{0.95}.
|
||||
\item \code{std_error}: for \code{type} equal to \code{"conf_int"} or \code{"pred_int"}, add
|
||||
the standard error of fit or prediction (on the scale of the
|
||||
linear predictors). Default value is \code{FALSE}.
|
||||
\item \code{quantile}: for \code{type} equal to \code{quantile}, the quantiles of the
|
||||
distribution. Default is \code{(1:9)/10}.
|
||||
\item \code{eval_time}: for \code{type} equal to \code{"survival"} or \code{"hazard"}, the
|
||||
time points at which the survival probability or hazard is estimated.
|
||||
}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for SVM-POLY Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,44 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{svm_rbf_multistep}
|
||||
\alias{svm_rbf_multistep}
|
||||
\title{SVM-RBF Multistep Horizon}
|
||||
\usage{
|
||||
svm_rbf_multistep(
|
||||
mode = "regression",
|
||||
cost = NULL,
|
||||
rbf_sigma = NULL,
|
||||
margin = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{cost}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{rbf_sigma}{A positive number for radial basis function.}
|
||||
|
||||
\item{margin}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon SVM-RBF model
|
||||
}
|
||||
\description{
|
||||
SVM-RBF Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,43 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{svm_rbf_multistep_fit_impl}
|
||||
\alias{svm_rbf_multistep_fit_impl}
|
||||
\title{Bridge SVM-RBF Multistep Modeling function}
|
||||
\usage{
|
||||
svm_rbf_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
C = double(1),
|
||||
sigma = integer(1),
|
||||
epsilon = double(1),
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{C}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{sigma}{A positive number for radial basis function.}
|
||||
|
||||
\item{epsilon}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\description{
|
||||
Bridge SVM-RBF Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,41 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{svm_rbf_multistep_predict_impl}
|
||||
\alias{svm_rbf_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for SVM-RBF Multistep Horizon Models}
|
||||
\usage{
|
||||
svm_rbf_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional \code{parsnip}-related options, depending on the
|
||||
value of \code{type}. Arguments to the underlying model's prediction
|
||||
function cannot be passed here (use the \code{opts} argument instead).
|
||||
Possible arguments are:
|
||||
\itemize{
|
||||
\item \code{interval}: for \code{type} equal to \code{"survival"} or \code{"quantile"}, should
|
||||
interval estimates be added, if available? Options are \code{"none"}
|
||||
and \code{"confidence"}.
|
||||
\item \code{level}: for \code{type} equal to \code{"conf_int"}, \code{"pred_int"}, or \code{"survival"},
|
||||
this is the parameter for the tail area of the intervals
|
||||
(e.g. confidence level for confidence intervals).
|
||||
Default value is \code{0.95}.
|
||||
\item \code{std_error}: for \code{type} equal to \code{"conf_int"} or \code{"pred_int"}, add
|
||||
the standard error of fit or prediction (on the scale of the
|
||||
linear predictors). Default value is \code{FALSE}.
|
||||
\item \code{quantile}: for \code{type} equal to \code{quantile}, the quantiles of the
|
||||
distribution. Default is \code{(1:9)/10}.
|
||||
\item \code{eval_time}: for \code{type} equal to \code{"survival"} or \code{"hazard"}, the
|
||||
time points at which the survival probability or hazard is estimated.
|
||||
}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for SVM-RBF Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{translate.cubist_multistep}
|
||||
\alias{translate.cubist_multistep}
|
||||
\title{Translate custom cubist model}
|
||||
\usage{
|
||||
\method{translate}{cubist_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom cubist model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{translate.glmnet_multistep}
|
||||
\alias{translate.glmnet_multistep}
|
||||
\title{Translate custom glmnet model}
|
||||
\usage{
|
||||
\method{translate}{glmnet_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom glmnet model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{translate.mars_multistep}
|
||||
\alias{translate.mars_multistep}
|
||||
\title{Translate custom mars model}
|
||||
\usage{
|
||||
\method{translate}{mars_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom mars model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{translate.svm_poly_multistep}
|
||||
\alias{translate.svm_poly_multistep}
|
||||
\title{Translate custom svm_poly model}
|
||||
\usage{
|
||||
\method{translate}{svm_poly_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom svm_poly model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{translate.svm_rbf_multistep}
|
||||
\alias{translate.svm_rbf_multistep}
|
||||
\title{Translate custom svm_rbf model}
|
||||
\usage{
|
||||
\method{translate}{svm_rbf_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom svm_rbf model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,15 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{translate.xgboost_multistep}
|
||||
\alias{translate.xgboost_multistep}
|
||||
\title{Translate custom xgboost model}
|
||||
\usage{
|
||||
\method{translate}{xgboost_multistep}(x, engine = x$engine, ...)
|
||||
}
|
||||
\value{
|
||||
translated model
|
||||
}
|
||||
\description{
|
||||
Translate custom xgboost model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,50 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_cubist.R
|
||||
\name{update.cubist_multistep}
|
||||
\alias{update.cubist_multistep}
|
||||
\title{Update parameter in custom cubist model}
|
||||
\usage{
|
||||
\method{update}{cubist_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
committees = NULL,
|
||||
neighbors = NULL,
|
||||
max_rules = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{committees}{committees}
|
||||
|
||||
\item{neighbors}{neighbors}
|
||||
|
||||
\item{max_rules}{max rules}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to cubist}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom cubist model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,47 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_glmnet.R
|
||||
\name{update.glmnet_multistep}
|
||||
\alias{update.glmnet_multistep}
|
||||
\title{Update parameter in custom glmnet model}
|
||||
\usage{
|
||||
\method{update}{glmnet_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
mixture = NULL,
|
||||
penalty = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{mixture}{mixture}
|
||||
|
||||
\item{penalty}{penalty}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to glmnet}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom glmnet model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,51 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_mars.R
|
||||
\name{update.mars_multistep}
|
||||
\alias{update.mars_multistep}
|
||||
\title{Update parameter in custom mars model}
|
||||
\usage{
|
||||
\method{update}{mars_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
num_terms = NULL,
|
||||
prod_degree = NULL,
|
||||
prune_method = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{num_terms}{The number of features that will be retained in
|
||||
the final model, including the intercept.}
|
||||
|
||||
\item{prod_degree}{The highest possible interaction degree.}
|
||||
|
||||
\item{prune_method}{The pruning method.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to mars}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom mars model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,53 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_poly.R
|
||||
\name{update.svm_poly_multistep}
|
||||
\alias{update.svm_poly_multistep}
|
||||
\title{Update parameter in custom svm_poly model}
|
||||
\usage{
|
||||
\method{update}{svm_poly_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
cost = NULL,
|
||||
degree = NULL,
|
||||
scale_factor = NULL,
|
||||
margin = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{cost}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{degree}{A positive number for polynomial degree.}
|
||||
|
||||
\item{scale_factor}{A positive number for the polynomial
|
||||
scaling factor.}
|
||||
|
||||
\item{margin}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to svm_poly}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom svm_poly model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,49 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_svm_rbf.R
|
||||
\name{update.svm_rbf_multistep}
|
||||
\alias{update.svm_rbf_multistep}
|
||||
\title{Update parameter in custom svm_rbf model}
|
||||
\usage{
|
||||
\method{update}{svm_rbf_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
cost = NULL,
|
||||
rbf_sigma = NULL,
|
||||
margin = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{cost}{A positive number for the cost of predicting
|
||||
a sample within or on the wrong side of the margin.}
|
||||
|
||||
\item{rbf_sigma}{A positive number for radial basis function.}
|
||||
|
||||
\item{margin}{A positive number for the epsilon in the SVM
|
||||
insensitive loss function.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to svm_rbf}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom svm_rbf model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,65 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{update.xgboost_multistep}
|
||||
\alias{update.xgboost_multistep}
|
||||
\title{Update parameter in custom xgboost model}
|
||||
\usage{
|
||||
\method{update}{xgboost_multistep}(
|
||||
object,
|
||||
parameters = NULL,
|
||||
mtry = NULL,
|
||||
trees = NULL,
|
||||
min_n = NULL,
|
||||
tree_depth = NULL,
|
||||
learn_rate = NULL,
|
||||
loss_reduction = NULL,
|
||||
sample_size = NULL,
|
||||
stop_iter = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL,
|
||||
fresh = FALSE,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{parameters}{parameters}
|
||||
|
||||
\item{mtry}{mtry}
|
||||
|
||||
\item{trees}{trees}
|
||||
|
||||
\item{min_n}{min_n}
|
||||
|
||||
\item{tree_depth}{tree depth}
|
||||
|
||||
\item{learn_rate}{learn rate}
|
||||
|
||||
\item{loss_reduction}{loss reduction}
|
||||
|
||||
\item{sample_size}{number for the number (or proportion) of data that is exposed to the fitting routine.}
|
||||
|
||||
\item{stop_iter}{The number of iterations without improvement before stopping}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{fresh}{fresh}
|
||||
|
||||
\item{...}{extra args passed to xgboost}
|
||||
}
|
||||
\value{
|
||||
Updated model
|
||||
}
|
||||
\description{
|
||||
Update parameter in custom xgboost model
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,57 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{xgboost_multistep}
|
||||
\alias{xgboost_multistep}
|
||||
\title{XGBOOST Multistep Horizon}
|
||||
\usage{
|
||||
xgboost_multistep(
|
||||
mode = "regression",
|
||||
mtry = NULL,
|
||||
trees = NULL,
|
||||
min_n = NULL,
|
||||
tree_depth = NULL,
|
||||
learn_rate = NULL,
|
||||
loss_reduction = NULL,
|
||||
sample_size = NULL,
|
||||
stop_iter = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{mode}{A single character string for the type of model.
|
||||
The only possible value for this model is "regression".}
|
||||
|
||||
\item{mtry}{mtry}
|
||||
|
||||
\item{trees}{trees}
|
||||
|
||||
\item{min_n}{min_n}
|
||||
|
||||
\item{tree_depth}{tree depth}
|
||||
|
||||
\item{learn_rate}{learn rate}
|
||||
|
||||
\item{loss_reduction}{loss reduction}
|
||||
|
||||
\item{sample_size}{number for the number (or proportion) of data that is exposed to the fitting routine.}
|
||||
|
||||
\item{stop_iter}{The number of iterations without improvement before stopping}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
}
|
||||
\value{
|
||||
Get Multistep Horizon XGBoost model
|
||||
}
|
||||
\description{
|
||||
XGBOOST Multistep Horizon
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,75 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{xgboost_multistep_fit_impl}
|
||||
\alias{xgboost_multistep_fit_impl}
|
||||
\title{Bridge XGBOOST Multistep Modeling function}
|
||||
\usage{
|
||||
xgboost_multistep_fit_impl(
|
||||
x,
|
||||
y,
|
||||
max_depth = 6,
|
||||
nrounds = 15,
|
||||
eta = 0.3,
|
||||
colsample_bytree = NULL,
|
||||
colsample_bynode = NULL,
|
||||
min_child_weight = 1,
|
||||
gamma = 0,
|
||||
subsample = 1,
|
||||
validation = 0,
|
||||
early_stop = NULL,
|
||||
lag_periods = NULL,
|
||||
external_regressors = NULL,
|
||||
forecast_horizon = NULL,
|
||||
selected_features = NULL,
|
||||
...
|
||||
)
|
||||
}
|
||||
\arguments{
|
||||
\item{x}{A dataframe of xreg (exogenous regressors)}
|
||||
|
||||
\item{y}{A numeric vector of values to fit}
|
||||
|
||||
\item{max_depth}{An integer for the maximum depth of the tree.}
|
||||
|
||||
\item{nrounds}{An integer for the number of boosting iterations.}
|
||||
|
||||
\item{eta}{A numeric value between zero and one to control the learning rate.}
|
||||
|
||||
\item{colsample_bytree}{Subsampling proportion of columns.}
|
||||
|
||||
\item{colsample_bynode}{Subsampling proportion of columns for each node
|
||||
within each tree. See the \code{counts} argument below. The default uses all
|
||||
columns.}
|
||||
|
||||
\item{min_child_weight}{A numeric value for the minimum sum of instance
|
||||
weights needed in a child to continue to split.}
|
||||
|
||||
\item{gamma}{A number for the minimum loss reduction required to make a
|
||||
further partition on a leaf node of the tree}
|
||||
|
||||
\item{subsample}{Subsampling proportion of rows.}
|
||||
|
||||
\item{validation}{A positive number. If on \verb{[0, 1)} the value, \code{validation}
|
||||
is a random proportion of data in \code{x} and \code{y} that are used for performance
|
||||
assessment and potential early stopping. If 1 or greater, it is the \emph{number}
|
||||
of training set samples use for these purposes.}
|
||||
|
||||
\item{early_stop}{An integer or \code{NULL}. If not \code{NULL}, it is the number of
|
||||
training iterations without improvement before stopping. If \code{validation} is
|
||||
used, performance is base on the validation set; otherwise the training set
|
||||
is used.}
|
||||
|
||||
\item{lag_periods}{lag periods}
|
||||
|
||||
\item{external_regressors}{external regressors}
|
||||
|
||||
\item{forecast_horizon}{forecast horizon}
|
||||
|
||||
\item{selected_features}{selected features}
|
||||
|
||||
\item{...}{Additional arguments passed to \code{xgboost::xgb.train}}
|
||||
}
|
||||
\description{
|
||||
Bridge XGBOOST Multistep Modeling function
|
||||
}
|
||||
\keyword{internal}
|
|
@ -0,0 +1,22 @@
|
|||
% Generated by roxygen2: do not edit by hand
|
||||
% Please edit documentation in R/multistep_xgboost.R
|
||||
\name{xgboost_multistep_predict_impl}
|
||||
\alias{xgboost_multistep_predict_impl}
|
||||
\title{Bridge prediction Function for XGBOOST Multistep Horizon Models}
|
||||
\usage{
|
||||
xgboost_multistep_predict_impl(object, new_data, ...)
|
||||
}
|
||||
\arguments{
|
||||
\item{object}{model object}
|
||||
|
||||
\item{new_data}{input data to predict}
|
||||
|
||||
\item{...}{Additional arguments passed to \code{predict.xgb.Booster()}}
|
||||
}
|
||||
\value{
|
||||
predictions
|
||||
}
|
||||
\description{
|
||||
Bridge prediction Function for XGBOOST Multistep Horizon Models
|
||||
}
|
||||
\keyword{internal}
|
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