| retrain | R Documentation |
Continue training on a pretrained TRMF object.
retrain(obj, numit, fit_xm_first = TRUE)
obj |
Pretrained TRMF object |
numit |
Number of training iterations |
fit_xm_first |
Fit the Xm factor first? This could be useful it modifications are made to one of the factors that we don't want to be overwritten. |
This is basically the same function as train() but it doesn't create any of the constraint matrices and doesn't do any initialization.
A trained TRMF object.
train.TRMF
# create test data tm = 3*poly(x = (-20:20)/10,degree=3) sm = diffinv(rnorm(29,0,.1),lag=12,xi=(-5:6)/6) xm = cbind(sm,tm) fm = matrix(runif(40),4,10) Am = xm%*%fm+rnorm(410,0,.1) # create model obj = create_TRMF(Am) obj = TRMF_columns(obj,reg_type ="interval") obj = TRMF_trend(obj,numTS=3,order=2) obj = TRMF_seasonal(obj,numTS=1,freq=12,lambdaD=5) # train out = train(obj,numit=0) # intialize plot(out) new_out = retrain(out,numit=10) plot(new_out)