Description: A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and Bacher et. al. (2013, <10.1016/j.enbuild.2013.04.022>).
Version: 0.9.1
Description: A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and Bacher et. al. (2013, <doi:10.1016/j.enbuild.2013.04.022>).
if(!"t"%in%names(D)){stop("'t' is missing in the data.list: It must be a vector of equidistant time points (can be an integer, but preferably POSIXct class with tz 'GMT' or 'UTC'.)")}
if(length(unique(diff(D$t)))!=1){stop("'t' is not equidistant and have no NA values")}
cat("\nTime t is fine: Length ",length(D$t),"\n\n")
message("\nTime t is fine: Length ",length(D$t),"\n")
#' @param model The onlineforecast model, including inputs, output, kseq, p
#' @param data The data.list including the variables used in the model.
#' @param scorefun The function to be score used for calculating the score to be optimized.
#' @param cachedir A character specifying the path (and prefix) of the cache file name. If set to \code{""}, then no cache will be loaded or written.
#' @param cachedir A character specifying the path (and prefix) of the cache file name. If set to \code{""}, then no cache will be loaded or written. See \url{https://onlineforecasting.org/vignettes/nice-tricks.html} for examples.
#' @param printout A logical determining if the score function is printed out in each iteration of the optimization.
#' @param method The method argument for \code{\link{optim}}.
#' @param ... Additional parameters to \code{\link{optim}}
...
...
@@ -52,17 +52,6 @@
#' val <- lm_optim(model, D)
#' val
#'
#' # Caching can be done by providing a path (try rerunning and see the file in "cache" folder)
#' val <- lm_optim(model, D, cachedir="cache")
#' val
#'
#' # If anything affecting the results are changed, then the cache is not loaded
#' Optimize parameters (transformation stage) of RLS model
#'
#' This is a wrapper for \code{\link{optim}} to enable easy use of bounds and caching in the optimization.
#'
#' One smart trick, is to cache the optimization results. Caching can be done by providing a path to the
#' \code{cachedir} argument (relative to the current working directory).
#' E.g. \code{rls_optim(model, D, cachedir="cache")} will write a file in the folder 'cache', such that
#' next time the same call is carried out, then the file is read instead of running the optimization again.
#' See the example in url{https://onlineforecasting.org/vignettes/nice-tricks.html}.
#'
#' @title Optimize parameters for onlineforecast model fitted with RLS
#' @param model The onlineforecast model, including inputs, output, kseq, p
#' @param data The data.list including the variables used in the model.
#' @param scorefun The function to be score used for calculating the score to be optimized.
#' @param cachedir A character specifying the path (and prefix) of the cache file name. If set to \code{""}, then no cache will be loaded or written.
#' @param cachedir A character specifying the path (and prefix) of the cache file name. If set to \code{""}, then no cache will be loaded or written. See \url{https://onlineforecasting.org/vignettes/nice-tricks.html} for examples.
#' @param printout A logical determining if the score function is printed out in each iteration of the optimization.
#' @param method The method argument for \code{\link{optim}}.
#' @param ... Additional parameters to \code{\link{optim}}
...
...
@@ -51,17 +57,6 @@
#' val <- rls_optim(model, D)
#' val
#'
#' # Caching can be done by providing a path (try rerunning and see the file in "cache" folder)
#' val <- rls_optim(model, D, cachedir="cache")
#' val
#'
#' # If anything affecting the results are changed, then the cache is not loaded
