rolling_median_by_h {prophet}R Documentation

Compute a rolling median of x, after first aggregating by h

Description

Right-aligned. Computes a single median for each unique value of h. Each median is over at least w samples.

Usage

rolling_median_by_h(x, h, w, name)

Arguments

x

Array.

h

Array of horizon for each value in x.

w

Integer window size (number of elements).

name

String name for metric in result dataframe.

Details

For each h where there are fewer than w samples, we take samples from the previous h,

Value

Dataframe with columns horizon and name, the rolling median of x.


[Package prophet version 1.0 Index]