# NOT RUN {
## load data and omit missing values
data("IbkTemperature", package = "lmSubsets")
IbkTemperature <- na.omit(IbkTemperature)
## fit a simple climatological model for the temperature
## with a linear trend and annual/bi-annual harmonic seasonal pattern
CLIM <- lm(temp ~ time + sin + cos + sin2 + cos2,
data = IbkTemperature)
## fit a simple MOS with 2-meter temperature forecast in addition
## to the climatological model
MOS0 <- lm(temp ~ t2m + time + sin + cos + sin2 + cos2,
data = IbkTemperature)
## graphical comparison and MOS summary
plot(temp ~ time, data = IbkTemperature, type = "l", col = "darkgray")
lines(fitted(MOS0) ~ time, data = IbkTemperature, col = "darkred")
lines(fitted(CLIM) ~ time, data = IbkTemperature, lwd = 2)
MOS0
## best subset selection of remaining variables for the MOS
## (i.e., forcing the regressors of m1 into the model)
MOS1_all <- lmSubsets(temp ~ ., data = IbkTemperature,
include = c("t2m", "time", "sin", "cos", "sin2", "cos2"))
plot(MOS1_all)
image(MOS1_all, size = 8:20)
## -> Note that soil temperature and maximum temperature are selected
## in addition to the 2-meter temperature
## best subset selection of all variables
MOS2_all <- lmSubsets(temp ~ ., data = IbkTemperature)
plot(MOS2_all)
image(MOS2_all, size = 2:20)
## -> Note that 2-meter temperature is not selected into the best
## BIC model but soil-temperature (and maximum temperature) are used instead
## refit the best BIC subset selections
MOS1 <- refit(lmSelect(MOS1_all))
MOS2 <- refit(lmSelect(MOS2_all))
## compare BIC
BIC(CLIM, MOS0, MOS1, MOS2)
## compare RMSE
sqrt(sapply(list(CLIM, MOS0, MOS1, MOS2), deviance)/
nrow(IbkTemperature))
## compare coefficients
cf0 <- coef(CLIM)
cf1 <- coef(MOS0)
cf2 <- coef(MOS1)
cf3 <- coef(MOS2)
names(cf2) <- gsub("^x", "", names(coef(MOS1)))
names(cf3) <- gsub("^x", "", names(coef(MOS2)))
nam <- unique(c(names(cf0), names(cf1), names(cf2), names(cf3)))
cf <- matrix(NA, nrow = length(nam), ncol = 4,
dimnames = list(nam, c("CLIM", "MOS0", "MOS1", "MOS2")))
cf[names(cf0), 1] <- cf0
cf[names(cf1), 2] <- cf1
cf[names(cf2), 3] <- cf2
cf[names(cf3), 4] <- cf3
print(round(cf, digits = 3), na.print = "")
# }
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