glmnet_multistep_fit_impl {finnts}R Documentation

Bridge GLMNET Multistep Modeling function

Description

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

x

A dataframe of xreg (exogenous regressors)

y

A numeric vector of values to fit

alpha

alpha

lambda

lambda

lag_periods

lag periods

external_regressors

external regressors

forecast_horizon

forecast horizon

selected_features

selected features


[Package finnts version 0.5.0 Index]