fable (version 0.0.0.9000)

biasadj: Bias adjust back-transformation functions

Description

To produce forecast means (instead of forecast medians) it is necessary to adjust the back-transformation function relative to the forecast variance.

Usage

biasadj(bt_fn, fvar)

Arguments

bt_fn

The back-transformation function

fvar

The forecast variance

Details

More details about bias adjustment can be found in the transformations vignette: read the vignette: vignette("transformations", package = "fable")

Examples

# NOT RUN {
adj_fn <- biasadj(exp, 1:10)
y <- rnorm(10)
exp(y)
adj_fn(y)

# }