Yangzhuoran Fin Yang
Yangzhuoran Fin Yang
Hi there, Please see below the repro. The examples are taken from documentation of `embed`. ``` r library(dimRed) #> Loading required package: DRR #> Loading required package: kernlab #> Loading...
Currently, `forecast.VAR` calculates sqrt of the covariance matrix: https://github.com/tidyverts/fable/blob/9b926f8be993594c3ae448b912366aca09ab78d7/R/var.R#L244 and then recovers the covariance matrix before constructing the distribution at the end: https://github.com/tidyverts/fable/blob/9b926f8be993594c3ae448b912366aca09ab78d7/R/var.R#L266 This produces `NaN` when the covariance between...
``` r library(tidyverse) library(tsibble) #> #> Attaching package: 'tsibble' #> The following object is masked from 'package:lubridate': #> #> interval #> The following objects are masked from 'package:base': #> #>...
I added an option to set camel case in the output for my own use, but please consider including this in the main version if you don't mind. PS `py`...
Wild bootstrap should have $\hat\epsilon_t\nu_t$ where $\hat\epsilon$ is the residuals and $\nu_t$ is randomly simulated from the chosen distribution. Right now the implementation in the package all uses $\hat\epsilon_t +...
I also added `across` to use when applying transformation(s) to multiple responses, even though transformation is not yet implemented in multivariate forecasting. To tell tidyselect syntax from transformation functions, I...
This is more of a question than an issue if this behaviour is expected: ``` r library(fable) #> Loading required package: fabletools library(tsibble) #> #> Attaching package: 'tsibble' #> The...
https://github.com/tidyverts/fabletools/blob/9794d225a37e79aaab18655692eca54bb3e1aed7/R/model.R#L100 ``` r future::plan(future::multisession) rlang::is_attached("package:future") #> [1] FALSE library(future) rlang::is_attached("package:future") #> [1] TRUE ``` Created on 2022-06-27 by the [reprex package](https://reprex.tidyverse.org) (v2.0.1) Is this an intended behaviour? It took me...