Learn R Programming

autovarCore (version 1.0-4)

compete: Returns the winning model

Description

This function returns the best model as explained in the documentation for the autovar function.

Usage

compete(best, challenger, compare_outliers)

Arguments

best

A model given as a list with at least the properties model_score, nr_dummy_variables, and bucket.

challenger

Another model, also given as a list with properties model_score, nr_dummy_variables, and bucket.

compare_outliers

A boolean. When FALSE, the model comparison does not take the number of dummy variables into account.

Value

This function returns the best model of the two given models.

Examples

Run this code
# 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)
# }

Run the code above in your browser using DataLab