Toolbox for Model Selection and Combinations for the Forecasting Purposes


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Documentation for package ‘greybox’ version 0.2.0

Help Pages

greybox-package Grey box
AICc Corrected Akaike's Information Criterion
combiner Combine regressions based on information criteria
ds S Distribution
greybox Grey box
nParam Number of parameters in the model
ps S Distribution
qs S Distribution
rs S Distribution
stepwise Stepwise selection of regressors
xregExpander Exogenous variables expander