Extract time-varying basis coefficients

Extract time-varying basis coefficients a fitted ffc_gam model so they can be visualized and / or forecasted ahead

Usage

fts_coefs(object, ...)

# S3 method for class 'ffc_gam'
fts_coefs(object, summary = TRUE, n_samples = 25, ...)

object: list object of class ffc_gam. See ffc_gam()
...: Ignored
summary: Logical. Should summary statistics of the coefficient time series be returned instead of realized curves? Default is TRUE. If FALSE, replicate realisations of each basis coefficient time series will be returned
n_samples: A positive integer specifying the number of time series realisation paths to simulate from the fitted model. Ignored if summary = FALSE

A fts_ts object containing the point estimates and their standard errors for basis function coefficients

This function creates a tidy time series of basis function coefficients from all fts() terms that were supplied to the original model

Nicholas J Clark