ryanlucas3 / mrf Goto Github PK

I'm trying to reproduce the Simple One-Step Forecasting example and when the MRF is run I get the following error message "Error in commitee[b, ] <- rt.output$pred : number of items to replace is not a multiple of replacement length"

The code is the same as in the help files

`set.seed(0)
data=matrix(rnorm(15200),200,15)
#DGP
library(pracma)
X=data[,1:3]
y=crossprod(t(X),rep(1,3))(1-0.5*I(c(1:200)>75))+rnorm(200)/2
trend=1:200
data.in=cbind(y,data,trend)

head(data.in)

oos_position = nrow(data.in)-50: nrow(data.in)

mrf.output = MRF(data = data.in,
y.pos = 1,
x.pos = 2:4,
S.pos = 2:ncol(data.in),
oos.pos = oos_position,
mtry.frac = 0.25,
trend.push = 4,
quantile.rate = 0.3,
B = 100)`