auto_chen | R Documentation |
auto_chen is used to find the best combinations of exogenous variables based on the metrics that you interested
auto_chen(
y,
data,
metric = "rmse",
tau = 0.5,
alpha = 0.05,
total = NULL,
info = FALSE
)
y |
is the name of the target variable |
data |
data frame, list or environment (or object coercible by as.data.frame to a data frame) containing the variables in the model. |
metric |
metric you are interested in |
tau |
a number that indicates the quantile that you want to fit the regression |
alpha |
significance coefficient in hypothesis testing |
total |
number of combinations |
info |
if is TRUE will print in console more information |
the default value of 'total' is 50, but if 50 is more than the possible number of combinations '(k)', then 'k' will be used as the total.
library(chenreg)
data <- simu[, -1]
auto_chen("Y", data, metric = "rmse", total = 3)
auto_chen("Y", data, metric = "bic", info = TRUE)
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