@krzysztofsztompka/garch
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    Function walkForwardOrigins

    • Expanding windows over n rows. INVARIANT: every train index < every test index. An origin whose test window would run past the end is not yielded — the last origin is n − 1 − horizon.

      Parameters

      • n: number
      • minTrain: number
      • horizon: number
      • step: number = 1

      Returns Window[]