TRMF (version 0.1.5)

retrain: Retrain TRMF objects.

Description

Continue training on a pretrained TRMF object.

Usage

retrain(obj, numit, fit_xm_first = TRUE)

Arguments

obj

Pretrained TRMF object

numit

Number of training iterations

fit_xm_first

Fit the Xm factor first? This could be useful it modifications are made to one of the factors that we don't want to be overwritten.

Value

A trained TRMF object.

Details

This is basically the same function as train() but it doesn't create any of the constraint matrices and doesn't do any initialization.

See Also

train.TRMF

Examples

# NOT RUN {
# create test data
tm = 3*poly(x = (-20:20)/10,degree=3)
sm = diffinv(rnorm(29,0,.1),lag=12,xi=(-5:6)/6)
xm = cbind(sm,tm)
fm = matrix(runif(40),4,10)
Am = xm%*%fm+rnorm(410,0,.1)

# create model
obj = create_TRMF(Am)
obj = TRMF_columns(obj,reg_type ="interval")
obj = TRMF_trend(obj,numTS=3,order=2)
obj = TRMF_seasonal(obj,numTS=1,freq=12,lambdaD=5)

# train 
out = train(obj,numit=0) # intialize
plot(out)
new_out = retrain(out,numit=10)
plot(new_out)
# }