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Backcasting is now the default initialisation for gum()
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R/adam-gum.R

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@@ -102,7 +102,7 @@ utils::globalVariables(c("xregData","xregModel","xregNumber","initialXregEstimat
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#' @export
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gum <- function(data, orders=c(1,1), lags=c(1,frequency(data)), type=c("additive","multiplicative"),
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formula=NULL, regressors=c("use","select","adapt","integrate"),
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initial=c("optimal","backcasting","complete"),
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initial=c("backcasting","optimal","complete"),
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persistence=NULL, transition=NULL, measurement=rep(1,sum(orders)),
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loss=c("likelihood","MSE","MAE","HAM","MSEh","TMSE","GTMSE","MSCE"),
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h=0, holdout=FALSE, bounds=c("admissible","none"), silent=TRUE,

R/autogum.R

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@@ -21,7 +21,7 @@
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#' @export
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auto.gum <- function(data, orders=3, lags=frequency(data), type=c("additive","multiplicative","select"),
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formula=NULL, regressors=c("use","select","adapt","integrate"),
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initial=c("optimal","backcasting","complete"), ic=c("AICc","AIC","BIC","BICc"),
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initial=c("backcasting","optimal","complete"), ic=c("AICc","AIC","BIC","BICc"),
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loss=c("likelihood","MSE","MAE","HAM","MSEh","TMSE","GTMSE","MSCE"),
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h=0, holdout=FALSE, bounds=c("admissible","none"), silent=TRUE,
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...){

man/gum.Rd

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