(fo)recast (re)gressor (gen)erator The motivation for this regressor generator is to be able to easily create regressors for use in time series regression and forecasting. It makes a data.frame that can be input into the xreg argument as seen in the forecast package. It also has two other functions to help in creating regressors from a table of events.
You can also install the development version from Github
# install.packages("devtools")
library(devtools)
install_github("republicwireless-open/foregen") library(foregen)
regs_table <- data.frame(event=c("christmas", "christmas", "promotion"),
start=c("2014-12-25", "2015-12-25", "2015-11-27"),
end=c("2014-12-25", "2015-12-25", "2015-11-30"),
time_function= c("none","none","inverse"),
stringsAsFactors=FALSE)
events_to_regressors(table_to_events(regs_table),
seq(as.Date("2015-11-26"), as.Date("2016-01-01"), by = 1))
christmas promotion
2015-11-26 0 0.0000000
2015-11-27 0 1.0000000
2015-11-28 0 0.5000000
2015-11-29 0 0.3333333
2015-11-30 0 0.2500000
2015-12-01 0 0.0000000
2015-12-02 0 0.0000000
2015-12-03 0 0.0000000
2015-12-04 0 0.0000000
2015-12-05 0 0.0000000
2015-12-06 0 0.0000000
2015-12-07 0 0.0000000
2015-12-08 0 0.0000000
2015-12-09 0 0.0000000
2015-12-10 0 0.0000000
2015-12-11 0 0.0000000
2015-12-12 0 0.0000000
2015-12-13 0 0.0000000
2015-12-14 0 0.0000000
2015-12-15 0 0.0000000
2015-12-16 0 0.0000000
2015-12-17 0 0.0000000
2015-12-18 0 0.0000000
2015-12-19 0 0.0000000
2015-12-20 0 0.0000000
2015-12-21 0 0.0000000
2015-12-22 0 0.0000000
2015-12-23 0 0.0000000
2015-12-24 0 0.0000000
2015-12-25 1 0.0000000
2015-12-26 0 0.0000000
2015-12-27 0 0.0000000
2015-12-28 0 0.0000000
2015-12-29 0 0.0000000
2015-12-30 0 0.0000000
2015-12-31 0 0.0000000
2016-01-01 0 0.0000000This package is free and open source software, licensed under MIT.