GeomComb (version 1.0)

summary.foreccomb_res: Summary of Forecast Combination

Description

summary method for class ‘foreccomb_res’. Includes information about combination method, combination weights assigned to the individual forecast models, as well as an accuracy evaluation of the combined forecast.

Usage

"summary"(object, ...)
"print"(x, ...)

Arguments

object

An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.

...

potential further arguments (require by generic)

x

An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.

See Also

foreccomb, plot.foreccomb_res,

Examples

obs <- rnorm(100)
preds <- matrix(rnorm(1000, 1), 100, 10)
train_o<-obs[1:80]
train_p<-preds[1:80,]
test_o<-obs[81:100]
test_p<-preds[81:100,]

data<-foreccomb(train_o, train_p, test_o, test_p)
fit<-comb_BG(data)
summary(fit)