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CombMSC (version 1.4.2.1)
Combined Model Selection Criteria
Description
Functions for computing optimal convex combinations of model selection criteria based on ranks, along with utility functions for constructing model lists, MSCs, and priors on model lists.
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Link to current version
Version
Version
1.4.2.1
1.4.2
Install
install.packages('CombMSC')
Monthly Downloads
17
Version
1.4.2.1
License
GPL-2
Maintainer
Andrew K Smith
Last Published
January 4th, 2019
Functions in CombMSC (1.4.2.1)
Search all functions
compare
Compare 2 msc objects
sarima.Sim
Simulate from a specified SARIMA model
num.Terms
Number of terms (parameters) in a model
make.Model.List.Reg
Make Model Lists
gen.Params
Simulate parameters
splitTrainTest
Split a time series into training and testing sets
holdout.SS
Holdout Sample Prediction Errors
subsets
Generate all the combinations of k out of n elements
plot.msc
Display an msc object
sgnf
Significance of an msc object
print.msc
Default print method for an msc object
print.summary.msc
Default print method for a summary of an msc object
print.tsm
Default print method for a tsm object
weight.Only.N
Weight Only Models of Size N
weightsGivenSize
Generate weight vector based on prior on model size
CombMSC-package
Combined Model Selection Criteria
AIC.fmo
AIC
BIC
Akaike Information Criterion
Adj.Rsq
Adjusted R-Squared
fit.Models
Generic model fitting
PRESS
PRESS
Cp
Mallows Cp
TMC
Compare model selection criteria
gen.Data
Simulate Data Sets
