regressor_coefficients {prophet} | R Documentation |
Summarise the coefficients of the extra regressors used in the model.
For additive regressors, the coefficient represents the incremental impact
on y
of a unit increase in the regressor. For multiplicative regressors,
the incremental impact is equal to trend(t)
multiplied by the coefficient.
Description
Coefficients are measured on the original scale of the training data.
Usage
regressor_coefficients(m)
Arguments
m |
Prophet model object, after fitting. |
Details
Output dataframe columns:
regressor: Name of the regressor
regressor_mode: Whether the regressor has an additive or multiplicative effect on
y
.center: The mean of the regressor if it was standardized. Otherwise 0.
coef_lower: Lower bound for the coefficient, estimated from the MCMC samples. Only different to
coef
ifmcmc_samples > 0
.coef: Expected value of the coefficient.
coef_upper: Upper bound for the coefficient, estimated from MCMC samples. Only to different to
coef
ifmcmc_samples > 0
.
Value
Dataframe with one row per regressor.
[Package prophet version 1.0 Index]