Covariate lagged replication for temporal dependence
Usage
lagged_features(X, max_lag, drop_present = TRUE)
Arguments
- X
Covariate matrix.
- max_lag
Integer giving the maximum lag (i.e. the number of temporal dependence steps).
- drop_present
Whether to drop the "present" features (bool).
Value
Matrix with the original columns replicated, and shifted by 1:max_lag if drop_present==TRUE (default)
or by 0:max_lag if drop_present==FALSE.
Examples
lagged_features(matrix(seq(20), ncol=2), max_lag=3, drop_present=TRUE)
#> [,1] [,2] [,3] [,4] [,5] [,6]
#> [1,] 3 13 2 12 1 11
#> [2,] 4 14 3 13 2 12
#> [3,] 5 15 4 14 3 13
#> [4,] 6 16 5 15 4 14
#> [5,] 7 17 6 16 5 15
#> [6,] 8 18 7 17 6 16
#> [7,] 9 19 8 18 7 17