CV: Cross-validation statistic

View source: R/lm.R

CVR Documentation

Cross-validation statistic

Description

Computes the leave-one-out cross-validation statistic (the mean of PRESS – prediction residual sum of squares), AIC, corrected AIC, BIC and adjusted R^2 values for a linear model.

Usage

CV(obj)

Arguments

obj

output from lm or tslm

Value

Numerical vector containing CV, AIC, AICc, BIC and AdjR2 values.

Author(s)

Rob J Hyndman

See Also

AIC

Examples


y <- ts(rnorm(120,0,3) + 20*sin(2*pi*(1:120)/12), frequency=12)
fit1 <- tslm(y ~ trend + season)
fit2 <- tslm(y ~ season)
CV(fit1)
CV(fit2)


forecast documentation built on July 25, 2022, 5:05 p.m.