valueprhr (version 0.1.0)

compute_oos_degradation: Compute OOS Degradation

Description

Compares out-of-sample metrics to in-sample metrics.

Usage

compute_oos_degradation(insample_metrics, cv_results)

Value

Data frame with degradation percentages.

Arguments

insample_metrics

Named list with in-sample metrics.

cv_results

Data frame from rolling_window_cv.

Examples

insample <- list(rmse_fe = 0.05, rmse_m = 0.04)
cv_res <- data.frame(
  rmse_fe_all = c(0.06, 0.055, 0.058),
  rmse_m_all = c(0.045, 0.042, 0.044)
)
degradation <- compute_oos_degradation(insample, cv_res)
print(degradation)