This module contains various shared helper functions for examples.

load_standard_holidays[source]

load_standard_holidays()

Load in a list of standard holidays

cov2corr[source]

cov2corr(cov)

Transform a covariance matrix into a correlation matrix. Useful for understanding coefficient correlations

load_sales_example[source]

load_sales_example()

Read data for the first sales forecasting example

load_sales_example2[source]

load_sales_example2()

Read data for the second sales forecasting example

load_dcmm_latent_factor_example[source]

load_dcmm_latent_factor_example()

Read data for the DCMM latent factor example

load_dbcm_latent_factor_example[source]

load_dbcm_latent_factor_example()

Read data for the DBCM latent factor example

load_dlmm_example[source]

load_dlmm_example()

Read data for the DBCM latent factor example

load_us_inflation[source]

load_us_inflation()

Read in quarterly US inflation data

load_us_inflation_forecasts[source]

load_us_inflation_forecasts()

Read in quarterly US inflation data along with forecasts from 4 models