thorough tests for the xreg functionality

ellisp / forecastxgb-r-package

An R package for time series models and forecasts with xgboost compatible with {forecast} S3 classes

GNU General Public License v3.0

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thorough tests for the xreg functionality #11

Open ellisp opened 7 years ago

ellisp commented 7 years ago

not sure how to do this because I don't know of a large scale testing suite of data equivalent to Mcomp with explanatory variables

dashaub commented 7 years ago

Simulated data is always a possibility, although it has plenty of limitations.

ellisp commented 7 years ago

Rob Hyndman doesn't know of any data collections of the sort I'm looking for so I guess I will need to do simulations. They won't be great for real performance tests (eg xgbar v. arima) because they'll just favour the method that most resembles the simulation. But they'll give some idea and should at least surface stability or other bugs and problems.