I was hoping to make/approximate a convolution-based forecaster & get its kernel with arx_forecaster.
E.g. something like
fc <- cases_deaths_subset %>%
arx_forecaster("death_rate_7d_av", "case_rate_7d_av", args_list = arx_args_list(intercept = FALSE))
fc$epi_workflow %>% extract_fit_engine()
but there's no such setting, and it's not clear how to even achieve this. I think I got this working for quantile regression in an epipredict test somewhere, and there is maybe this approach for linear_reg (and I guess also quantile_reg). But that seems like something that has to be done inside the canned forecaster itself.
I was hoping to make/approximate a convolution-based forecaster & get its kernel with
arx_forecaster.E.g. something like
but there's no such setting, and it's not clear how to even achieve this. I think I got this working for quantile regression in an epipredict test somewhere, and there is maybe this approach for
linear_reg(and I guess alsoquantile_reg). But that seems like something that has to be done inside the canned forecaster itself.