Takes a numeric vector(s) or date and will return a tibble of one of the following:
"sin"
"cos"
"sincos"
c("sin","cos","sincos")
Usage
hai_fourier_augment(
.data,
.value,
.period,
.order,
.names = "auto",
.scale_type = c("sin", "cos", "sincos")
)
Arguments
- .data
The data being passed that will be augmented by the function.
- .value
This is passed
rlang::enquo()
to capture the vectors you want to augment.- .period
The number of observations that complete a cycle
- .order
The fourier term order
- .names
The default is "auto"
- .scale_type
A character of one of the following: "sin","cos", or sincos" All can be passed by setting the param equal to c("sin","cos","sincos")
Details
Takes a numeric vector or date and will return a vector of one of the following:
"sin"
"cos"
"sincos"
c("sin","cos","sincos")
This function is intended to be used on its own in order to add columns to a tibble.
See also
Other Augment Function:
hai_fourier_discrete_augment()
,
hai_hyperbolic_augment()
,
hai_polynomial_augment()
,
hai_scale_zero_one_augment()
,
hai_scale_zscore_augment()
,
hai_winsorized_move_augment()
,
hai_winsorized_truncate_augment()
Examples
suppressPackageStartupMessages(library(dplyr))
len_out <- 10
by_unit <- "month"
start_date <- as.Date("2021-01-01")
data_tbl <- tibble(
date_col = seq.Date(from = start_date, length.out = len_out, by = by_unit),
a = rnorm(len_out),
b = runif(len_out)
)
hai_fourier_augment(data_tbl, b, .period = 12, .order = 1, .scale_type = "sin")
#> # A tibble: 10 × 4
#> date_col a b fourier_b_sin
#> <date> <dbl> <dbl> <dbl>
#> 1 2021-01-01 -0.496 0.304 0.158
#> 2 2021-02-01 -1.42 0.160 0.0837
#> 3 2021-03-01 -0.885 0.197 0.103
#> 4 2021-04-01 1.68 0.0704 0.0368
#> 5 2021-05-01 -0.0517 0.748 0.382
#> 6 2021-06-01 0.234 0.431 0.224
#> 7 2021-07-01 -0.661 0.0389 0.0204
#> 8 2021-08-01 -1.17 0.265 0.138
#> 9 2021-09-01 -0.449 0.660 0.339
#> 10 2021-10-01 0.276 0.300 0.156
hai_fourier_augment(data_tbl, b, .period = 12, .order = 1, .scale_type = "cos")
#> # A tibble: 10 × 4
#> date_col a b fourier_b_cos
#> <date> <dbl> <dbl> <dbl>
#> 1 2021-01-01 -0.496 0.304 0.987
#> 2 2021-02-01 -1.42 0.160 0.996
#> 3 2021-03-01 -0.885 0.197 0.995
#> 4 2021-04-01 1.68 0.0704 0.999
#> 5 2021-05-01 -0.0517 0.748 0.924
#> 6 2021-06-01 0.234 0.431 0.975
#> 7 2021-07-01 -0.661 0.0389 1.00
#> 8 2021-08-01 -1.17 0.265 0.990
#> 9 2021-09-01 -0.449 0.660 0.941
#> 10 2021-10-01 0.276 0.300 0.988