auto_chen: auto_chen

View source: R/auto_chen.R

auto_chenR Documentation

auto_chen

Description

auto_chen is used to find the best combinations of exogenous variables based on the metrics that you interested

Usage

auto_chen(
  y,
  data,
  metric = "rmse",
  tau = 0.5,
  alpha = 0.05,
  total = NULL,
  info = FALSE
)

Arguments

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

Note

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.

Examples

library(chenreg)
data <- simu[, -1]

auto_chen("Y", data, metric = "rmse", total = 3)
auto_chen("Y", data, metric = "bic", info = TRUE)



AlissonRP/chenReg documentation built on July 20, 2023, 4:50 a.m.