Skip to content
/ tsgam Public

Wrapper for generalized additive models (from mgcv)

License

Notifications You must be signed in to change notification settings

tsmodels/tsgam

Folders and files

NameName
Last commit message
Last commit date

Latest commit

477ee66 · May 25, 2023

History

10 Commits
Oct 7, 2022
May 25, 2023
Apr 20, 2023
Oct 7, 2022
Apr 18, 2023
Apr 20, 2023
Apr 20, 2023
Oct 2, 2022
Apr 20, 2023
Apr 20, 2023
Apr 20, 2023

Repository files navigation

R-CMD-check Last-changedate packageversion CRAN_Status_Badge

tsgam

Wrapper for the Generalized Additive Model in package mgcv to conform with tsmodels output and framework. It is a more abstract/general layer than other models in tsmodels due to the nature of GAMs.

Installation

The package can be installed from the tsmodels github repo.

remotes::install_github("tsmodels/tsgam", dependencies = TRUE)

A short vignette is available here.

Updates

  • ver 0.3.0: added a multi-GAM model (mgam) with optional pooling argument and custom predict function to include copula based dependency in the predictive distribution. The input for this type of model is a data.table with series and index identifiers.

About

Wrapper for generalized additive models (from mgcv)

Resources

License

Stars

Watchers

Forks

Releases

No releases published

Packages

No packages published

Languages