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sample_model

Simulate observations from the extrapolated generative model.


Description

Simulate observations from the extrapolated generative model.

Usage

sample_model(m, df, seasonal.features, iteration, s_a, s_m)

Arguments

m

Prophet object.

df

Prediction dataframe.

seasonal.features

Data frame of seasonal features

iteration

Int sampling iteration to use parameters from.

s_a

Indicator vector for additive components

s_m

Indicator vector for multiplicative components

Value

List of trend and yhat, each a vector like df$t.


prophet

Automatic Forecasting Procedure

v1.0
MIT + file LICENSE
Authors
Sean Taylor [cre, aut], Ben Letham [aut]
Initial release
2021-03-08

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