prophet/R/man/rolling_median_by_h.Rd
Ryan Nazareth f16d9df333
Add mdape performance metric to R (#1472)
* add test and initial function for mdape in R

* Add separate rolling_median_func and tests

* Modify rolling median function

* fix syntax in rolling median function

* sort by h

* R/diagnostics.R

* update .rd docs and notebook

* Add mdape to performance metrics params docstring
2020-05-20 12:28:50 -07:00

27 lines
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R

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/diagnostics.R
\name{rolling_median_by_h}
\alias{rolling_median_by_h}
\title{Compute a rolling median of x, after first aggregating by h}
\usage{
rolling_median_by_h(x, h, w, name)
}
\arguments{
\item{x}{Array.}
\item{h}{Array of horizon for each value in x.}
\item{w}{Integer window size (number of elements).}
\item{name}{String name for metric in result dataframe.}
}
\value{
Dataframe with columns horizon and name, the rolling median of x.
}
\description{
Right-aligned. Computes a single median for each unique value of h. Each median
is over at least w samples.
}
\details{
For each h where there are fewer than w samples, we take samples from the previous h,
}