penalty_scaler {fastTS}

Penalty Scaling Function for parametric penalty weights

Description

Penalty Scaling Function for parametric penalty weights

Usage

penalty_scaler(lag, m, r, plot = TRUE, log = TRUE)

Arguments

lag

a vector of lags for which to calculate the penalty function

m

a vector of seasonality modes

r

a vector of dim (m + 1) for the factor penalties on c(m, time)

plot

logical; whether to plot the penalty function

log

logical; whether to return the log of the penalty function