| tsensemble.ensemble.spec {tsmethods} | R Documentation |
Ensembles predictions using their posterior predictive or simulated distribution
Description
Generic method for ensembles of posterior predictive or simulated distributions spanning the same forecast horizon.
Usage
## S3 method for class 'ensemble.spec'
tsensemble(object, weights = NULL, ...)
tsensemble(object, weights = NULL, ...)
Arguments
object |
currently only dispatches based on objects of class “ensemble.spec” which have been validated for ensembling. |
weights |
a numeric vector of length equal to the length of the ensembling predictions which represent the ensembling weights. |
... |
additional parameters passed to the method. |
Details
Returns the weighted distribution, under the assumption that the
predictions were generated using a joint error distribution whose values were
passed to the innov argument of the predict function used for each model.
Value
An object of class “tsmodel.predict” or “tsmodel.distribution”
depending on the input class in ensemble_modelspec.
The ensembled distribution.