This function returns the best model as explained in the documentation for the autovar function.
compete(best, challenger, compare_outliers)A model given as a list with at least the properties model_score, nr_dummy_variables, and bucket.
Another model, also given as a list with properties model_score, nr_dummy_variables, and bucket.
A boolean. When FALSE, the model comparison does not take the number of dummy variables into account.
This function returns the best model of the two given models.
# NOT RUN {
model1 <- list(logtransformed = FALSE, lag = 1, nr_dummy_variables = 1,
model_score = 100, bucket = 0.05)
model2 <- list(logtransformed = FALSE, lag = 2, nr_dummy_variables = 2,
model_score = 200, bucket = 0.01)
autovarCore:::compete(model1, model2, TRUE)
# }
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