R/parsnip-naive_reg.R
random_walk_stan_fit_impl.Rd
Low-Level ARIMA function for translating modeltime to forecast
random_walk_stan_fit_impl( x, y, seasonal = FALSE, m = 0, chains = 4, iter = 2000, warmup = iter/2, adapt.delta = 0.9, tree.depth = 10, seed = NULL, ... )
x | A dataframe of xreg (exogenous regressors) |
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y | A numeric vector of values to fit |
seasonal | a Boolean value for select a seasonal random walk instead |
m | an optional integer value for the seasonal period. |
chains | An integer of the number of Markov Chains chains to be run, by default 4 chains are run. |
iter | An integer of total iterations per chain including the warm-up, by default the number of iterations are 2000. |
warmup | A positive integer specifying number of warm-up (aka burn-in) iterations. This also specifies the number of iterations used for step-size adaptation, so warm-up samples should not be used for inference. The number of warmup should not be larger than iter and the default is iter/2. |
adapt.delta | An optional real value between 0 and 1, the thin of the jumps in a HMC method. By default is 0.9 |
tree.depth | An integer of the maximum depth of the trees evaluated during each iteration. By default is 10. |
seed | An integer with the seed for using when predicting with the model. |
... | Additional arguments passed to |
A modeltime model