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Include predicted weights in list output of ensemble_forecast #2

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gehusi opened this issue Jul 27, 2018 · 0 comments
Open

Include predicted weights in list output of ensemble_forecast #2

gehusi opened this issue Jul 27, 2018 · 0 comments

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@gehusi
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gehusi commented Jul 27, 2018

It would be helpful to include the model weights in the output of ensemble_forecast. Something like:

function (predictions, dataset, clamp_zero = TRUE) 
{
    for (i in 1:length(dataset)) {
        weighted_ff <- as.vector(t(predictions[i, ]) %*% dataset[[i]]$ff)
        if (clamp_zero) {
            weighted_ff[weighted_ff < 0] <- 0
        }
        dataset[[i]]$y_hat <- weighted_ff

       dataset[[i]]$weights <- predictions[i, ] # added this line
    }
    dataset
}
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