retrain {TRMF}

Retrain TRMF objects.

Description

Continue training on a pre-trained TRMF object.

Usage

retrain(obj, numit, fit_xm_first = TRUE,Xm=NULL,Fm=NULL,Z=NULL)

Arguments

obj

Pre-trained 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.

Xm

Optional update to Xm matrix. See details

Fm

Optional update to Fm matrix. See details

Z

Optional update to Z vector. See details

Details

This is basically the same function as train() but it doesn't create any of the constraint matrices and doesn't do any initialization. train() must be called on obj before this function. If external regressors are in the model and Fm is provided, the number of rows of columns must equal number of regressors plus columns of Xm. The format of Fm in this case is: [column_xreg_parameters,global_xreg_parameters,Fm_parameters]^T.

Value

A trained TRMF object.

See Also

train.TRMF

Examples

# 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)