check_xreg {tsaux} | R Documentation |
Checks on regressor matrix.
Description
Used internally by other packages, these functions provides some commonly used validation checks on regressor matrices in both in and out of sample.
Usage
check_xreg(xreg, valid_index)
check_newxreg(newdata, xreg_names = NULL, h = 1, forc_dates = NULL)
Arguments
xreg |
an xts matrix of named regressors. |
valid_index |
a vector of dates against which the xreg matrix index is compared for validity. |
newdata |
an xts matrix of out of named sample regressors. |
xreg_names |
names of regressors used in sample. |
h |
the forecast horizon |
forc_dates |
an optional vector of forecast dates. This is used if newdata is not an xts matrix in which case it formats the data into such using the forc_dates vector. |
Value
Returns the xts input matrix if checks are passed else raises an error.
[Package tsaux version 1.0.0 Index]