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Function transforms each variable in the provided matrix or vector, producing non-linear values, depending on the selected pool of functions.
xregTransformer(xreg, functions = c("log", "exp", "inv", "sqrt", "square"),
silent = TRUE)ts matrix with the transformed and the original variables
is returned.
Vector / matrix / data.frame, containing variables that need
to be expanded. In case of vector / matrix it is recommended to provide
ts object, so the frequency of the data is taken into account.
Vector of names for functions used.
If silent=FALSE, then the progress is printed out.
Otherwise the function won't print anything in the console.
Ivan Svetunkov, ivan@svetunkov.com
This function could be useful when you want to automatically select the
necessary transformations of the variables. This can be used together
with xregDo="select" in es, ces,
gum and ssarima. However, this might be
dangerous, as it might lead to the overfitting the data. So be reasonable
when you produce the transformed variables.
es, stepwise,
xregExpander
# Create matrix of two variables and expand it
x <- cbind(rnorm(100,100,1),rnorm(100,50,3))
xregTransformer(x)
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