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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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Version

Install

install.packages('CombMSC')

Monthly Downloads

26

Version

1.4.2.1

License

GPL-2

Maintainer

Andrew K Smith

Last Published

January 4th, 2019

Functions in CombMSC (1.4.2.1)

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