This commit is contained in:
Mike Tokic 2024-04-05 19:49:41 -07:00
Родитель 7dbcab886c
Коммит e6a472e12d
57 изменённых файлов: 1542 добавлений и 50 удалений

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@ -50,6 +50,7 @@ Imports:
plyr,
purrr,
recipes,
rlang,
rsample,
rules,
snakecase,

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@ -78,4 +78,5 @@ importFrom(rules,cubist_fit)
importFrom(rules,max_rules)
importFrom(stats,frequency)
importFrom(stats,sd)
importFrom(stats,setNames)
importFrom(stats,update)

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@ -132,7 +132,7 @@ make_cubist_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon CUBIST model
#' @noRd
#' @keywords internal
#' @export
cubist_multistep <- function(mode = "regression",
committees = NULL, neighbors = NULL,
@ -166,7 +166,7 @@ cubist_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.cubist_multistep <- function(x, ...) {
cat("CUBIST Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -195,7 +195,7 @@ print.cubist_multistep <- function(x, ...) {
#' @param ... extra args passed to cubist
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.cubist_multistep <- function(object,
@ -258,7 +258,7 @@ update.cubist_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.cubist_multistep <- function(x, engine = x$engine, ...) {
@ -285,7 +285,7 @@ translate.cubist_multistep <- function(x, engine = x$engine, ...) {
#' @param forecast_horizon forecast horizon
#' @param selected_features selected features
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
cubist_multistep_fit_impl <- function(x, y,
@ -399,7 +399,7 @@ cubist_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.cubist_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
@ -422,7 +422,7 @@ print.cubist_multistep_fit_impl <- function(x, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
predict.cubist_multistep_fit_impl <- function(object, new_data, ...) {
cubist_multistep_predict_impl(object, new_data, ...)
@ -435,7 +435,7 @@ predict.cubist_multistep_fit_impl <- function(object, new_data, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
cubist_multistep_predict_impl <- function(object, new_data, ...) {

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@ -123,7 +123,7 @@ make_glmnet_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon GLMNET model
#' @noRd
#' @keywords internal
#' @export
glmnet_multistep <- function(mode = "regression",
mixture = NULL, penalty = NULL,
@ -156,7 +156,7 @@ glmnet_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.glmnet_multistep <- function(x, ...) {
cat("GLMNET Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -184,7 +184,7 @@ print.glmnet_multistep <- function(x, ...) {
#' @param ... extra args passed to glmnet
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.glmnet_multistep <- function(object,
@ -244,7 +244,7 @@ update.glmnet_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.glmnet_multistep <- function(x, engine = x$engine, ...) {
@ -270,7 +270,7 @@ translate.glmnet_multistep <- function(x, engine = x$engine, ...) {
#' @param forecast_horizon forecast horizon
#' @param selected_features selected features
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
glmnet_multistep_fit_impl <- function(x, y,
@ -387,7 +387,7 @@ glmnet_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.glmnet_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
@ -410,7 +410,7 @@ print.glmnet_multistep_fit_impl <- function(x, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
predict.glmnet_multistep_fit_impl <- function(object, new_data, ...) {
glmnet_multistep_predict_impl(object, new_data, ...)
@ -423,7 +423,7 @@ predict.glmnet_multistep_fit_impl <- function(object, new_data, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
glmnet_multistep_predict_impl <- function(object, new_data, ...) {

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@ -133,7 +133,7 @@ make_mars_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon MARS model
#' @noRd
#' @keywords internal
#' @export
mars_multistep <- function(mode = "regression",
num_terms = NULL,
@ -169,7 +169,7 @@ mars_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.mars_multistep <- function(x, ...) {
cat("MARS Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -199,7 +199,7 @@ print.mars_multistep <- function(x, ...) {
#' @param ... extra args passed to mars
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.mars_multistep <- function(object,
@ -262,7 +262,7 @@ update.mars_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.mars_multistep <- function(x, engine = x$engine, ...) {
@ -290,7 +290,7 @@ translate.mars_multistep <- function(x, engine = x$engine, ...) {
#' @param forecast_horizon forecast horizon
#' @param selected_features selected features
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
mars_multistep_fit_impl <- function(x, y,
@ -410,7 +410,7 @@ mars_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.mars_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
@ -433,7 +433,7 @@ print.mars_multistep_fit_impl <- function(x, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
predict.mars_multistep_fit_impl <- function(object, new_data, ...) {
mars_multistep_predict_impl(object, new_data, ...)
@ -446,7 +446,7 @@ predict.mars_multistep_fit_impl <- function(object, new_data, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
mars_multistep_predict_impl <- function(object, new_data, ...) {

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@ -144,7 +144,7 @@ make_svm_poly_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon SVM-POLY model
#' @noRd
#' @keywords internal
#' @export
svm_poly_multistep <- function(mode = "regression",
cost = NULL,
@ -182,7 +182,7 @@ svm_poly_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.svm_poly_multistep <- function(x, ...) {
cat("SVM-POLY Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -214,7 +214,7 @@ print.svm_poly_multistep <- function(x, ...) {
#' @param ... extra args passed to svm_poly
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.svm_poly_multistep <- function(object,
@ -278,7 +278,7 @@ update.svm_poly_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.svm_poly_multistep <- function(x, engine = x$engine, ...) {
@ -309,7 +309,7 @@ translate.svm_poly_multistep <- function(x, engine = x$engine, ...) {
#' @param forecast_horizon forecast horizon
#' @param selected_features selected features
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
svm_poly_multistep_fit_impl <- function(x, y,
@ -434,7 +434,7 @@ svm_poly_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.svm_poly_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
@ -457,7 +457,7 @@ print.svm_poly_multistep_fit_impl <- function(x, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
predict.svm_poly_multistep_fit_impl <- function(object, new_data, ...) {
svm_poly_multistep_predict_impl(object, new_data, ...)
@ -470,7 +470,7 @@ predict.svm_poly_multistep_fit_impl <- function(object, new_data, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
svm_poly_multistep_predict_impl <- function(object, new_data, ...) {

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@ -134,7 +134,7 @@ make_svm_rbf_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon SVM-RBF model
#' @noRd
#' @keywords internal
#' @export
svm_rbf_multistep <- function(mode = "regression",
cost = NULL,
@ -170,7 +170,7 @@ svm_rbf_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.svm_rbf_multistep <- function(x, ...) {
cat("SVM-RBF Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -200,7 +200,7 @@ print.svm_rbf_multistep <- function(x, ...) {
#' @param ... extra args passed to svm_rbf
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.svm_rbf_multistep <- function(object,
@ -262,7 +262,7 @@ update.svm_rbf_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.svm_rbf_multistep <- function(x, engine = x$engine, ...) {
@ -291,7 +291,7 @@ translate.svm_rbf_multistep <- function(x, engine = x$engine, ...) {
#' @param forecast_horizon forecast horizon
#' @param selected_features selected features
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
svm_rbf_multistep_fit_impl <- function(x, y,
@ -414,7 +414,7 @@ svm_rbf_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.svm_rbf_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$desc)) cat(paste0(x$desc, "\n"))
@ -437,7 +437,7 @@ print.svm_rbf_multistep_fit_impl <- function(x, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
predict.svm_rbf_multistep_fit_impl <- function(object, new_data, ...) {
svm_rbf_multistep_predict_impl(object, new_data, ...)
@ -450,7 +450,7 @@ predict.svm_rbf_multistep_fit_impl <- function(object, new_data, ...) {
#' @param new_data input data to predict
#'
#' @return predictions
#' @noRd
#' @keywords internal
#' @export
svm_rbf_multistep_predict_impl <- function(object, new_data, ...) {

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@ -179,7 +179,7 @@ make_xgboost_multistep <- function() {
#' @param selected_features selected features
#'
#' @return Get Multistep Horizon XGBoost model
#' @noRd
#' @keywords internal
#' @export
xgboost_multistep <- function(mode = "regression",
mtry = NULL, trees = NULL, min_n = NULL,
@ -219,7 +219,7 @@ xgboost_multistep <- function(mode = "regression",
#'
#'
#' @return Prints model info
#' @noRd
#' @keywords internal
#' @export
print.xgboost_multistep <- function(x, ...) {
cat("XGBoost Multistep Horizon (", x$mode, ")\n\n", sep = "")
@ -253,7 +253,7 @@ print.xgboost_multistep <- function(x, ...) {
#' @param ... extra args passed to xgboost
#'
#' @return Updated model
#' @noRd
#' @keywords internal
#' @importFrom stats update
#' @export
update.xgboost_multistep <- function(object,
@ -323,7 +323,7 @@ update.xgboost_multistep <- function(object,
#'
#'
#' @return translated model
#' @noRd
#' @keywords internal
#' @importFrom parsnip translate
#' @export
translate.xgboost_multistep <- function(x, engine = x$engine, ...) {
@ -368,7 +368,7 @@ translate.xgboost_multistep <- function(x, engine = x$engine, ...) {
#' @param ... Additional arguments passed to `xgboost::xgb.train`
#'
#'
#' @noRd
#' @keywords internal
#' @importFrom stats frequency
#' @export
xgboost_multistep_fit_impl <- function(x, y,
@ -497,7 +497,7 @@ xgboost_multistep_fit_impl <- function(x, y,
#'
#'
#' @return prints custom model
#' @noRd
#' @keywords internal
#' @export
print.xgboost_multistep_fit_impl <- function(x, ...) {
if (!is.null(x$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, ...) {

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@ -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%

40
man/cubist_multistep.Rd Normal file
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@ -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}

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@ -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}

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@ -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}

39
man/glmnet_multistep.Rd Normal file
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@ -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}

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@ -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}

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@ -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}

43
man/mars_multistep.Rd Normal file
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@ -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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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@ -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}

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@ -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}

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@ -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}

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@ -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}

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@ -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}

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@ -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}

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@ -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}

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% 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}

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@ -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}

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@ -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}

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@ -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}

48
man/svm_poly_multistep.Rd Normal file
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@ -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}

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% 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}

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% 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}

44
man/svm_rbf_multistep.Rd Normal file
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% 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}

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% 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}

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@ -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}

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% 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}

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% 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}

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% 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}

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@ -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}

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@ -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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

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% 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}

57
man/xgboost_multistep.Rd Normal file
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% 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}

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% 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}

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% 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}