tradeModelSummary: Calculates performance across resamples

In AndreMikulec/econModel: Meaningful Social and Economic Data from ALFRED and elsewhere

Description

Given two numeric vectors, obs and pred, of data, the performance is calculated.

Usage

tradeModelSummary(data, lev = NULL, model = NULL)

Arguments

data	Data.frame. Required. A data frame with columns, obs and pred, for the observed and predicted outcomes. For metrics that rely on class probabilities, such as twoClassSummary, columns should also include predicted probabilities for each class. See the classProbs argument to R CRAN package caret function trainControl.
lev	Character vector of factors levels for the response. In regression cases, this would be NULL. . Default is NULL.
model	String. Default is NULL. Required. A character string for the model name (as taken from the method argument of train).

Value

profit

References

Zachary Mayer, Time series cross-validation 5, January 24, 2013 https://www.r-bloggers.com/2013/01/time-series-cross-validation-5/

Examples

## Not run: 
options(tradeModelSummaryDots = list(signal.threshold = c(0,0)))

model <- caret::train(dat[,-1], dat[,1], metric="profit", maximize=TRUE,
  trControl = caret::trainControl(summaryFunction = tradeModelSummary)
)

## End(Not run)

AndreMikulec/econModel documentation built on June 30, 2021, 9:48 a.m.