gg_loss: Compare Lists of Models

In bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling

Compare Lists of Models

Description

Draw plot of test error for given models

Usage

gg_loss(
  mod_list,
  y,
  type = c("mse", "mae", "mape", "mase"),
  mean_line = FALSE,
  line_param = list(),
  mean_param = list(),
  viridis = FALSE,
  viridis_option = "D",
  NROW = NULL,
  NCOL = NULL,
  ...
)

Arguments

mod_list	Lists of forecast results (predbvhar objects)
y	Test data to be compared. should be the same format with the train data and predict$forecast.
type	Loss function to be used (mse: MSE, mae: MAE, mape: MAPE, mase: MASE)
mean_line	Whether to draw average loss. By default, FALSE.
line_param	Parameter lists for ggplot2::geom_path().
mean_param	Parameter lists for average loss with ggplot2::geom_hline().
viridis	If TRUE, scale CI and forecast line using ggplot2::scale_fill_viridis_d() and ggplot2::scale_colour_viridis_d, respectively.
viridis_option	Option for viridis string. See option of ggplot2::scale_colour_viridis_d. Choose one of c("A", "B", "C", "D", "E"). By default, D.
NROW	nrow of ggplot2::facet_wrap()
NCOL	ncol of ggplot2::facet_wrap()
...	Additional options for geom_loss (inherit.aes and show.legend)

Value

A ggplot object

See Also

• mse() to compute MSE for given forecast result

• mae() to compute MAE for given forecast result

• mape() to compute MAPE for given forecast result

• mase() to compute MASE for given forecast result

bvhar documentation built on April 4, 2025, 5:22 a.m.