Combined Model Selection Criteria

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Documentation for package ‘CombMSC’ version 1.4.2

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CombMSC-package Combined Model Selection Criteria
Adj.Rsq Adjusted R-Squared
AIC.fmo AIC
BIC Akaike Information Criterion
CombMSC Combined Model Selection Criteria
compare Compare 2 msc objects
Cp Mallows Cp
fit.Models Generic model fitting
gen.Data Simulate Data Sets
gen.Params Simulate parameters
holdout.Mean Holdout Sample Prediction Errors
holdout.Med Holdout Sample Prediction Errors
holdout.SS Holdout Sample Prediction Errors
make.Model.List.Reg Make Model Lists
make.Model.List.TS Make Model Lists
num.Terms Number of terms (parameters) in a model
plot.msc Display an msc object
PRESS PRESS
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
sarima.Sim Simulate from a specified SARIMA model
sgnf Significance of an msc object
splitTrainTest Split a time series into training and testing sets
subsets Generate all the combinations of k out of n elements
summary.msc Default print method for a summary of an msc object
TMC Compare model selection criteria
weight.Only.N Weight Only Models of Size N
weightsGivenSize Generate weight vector based on prior on model size