optimizer: Find The Best Specifications

In PiotrLeTrong/regressr: The Goss-Huang-Le Package For Kids Who Want To Regress Well And Wanna Learn To Do Other Stuff Good Too

Description

This function searches for regression model specifications with the lowest MAPE, taking inputs of a data frame, a dependent variable, a list of potential independent variables, and a regression model.

Usage

optimizer(data, depVar, indepVar = colnames(data)[colnames(data) != depVar],
  include = NULL, model = c("OLS", "binary probit", "binary logit",
  "ordered probit", "ordered logit", "multinomial probit", "multinomial logit"),
  time.series = FALSE, timeVar = NULL)

Arguments

data	a data frame
depVar	a dependent variable
indepVar	a list of independent variables the subsets of which the dependent variable will be regressed on. Defaul is all variables in the data frame but the dependent variable.
include	a list of independent variables included in all regressions
model	regression model to estimate, including "OLS", "binary probit", "binary logit", "ordered probit", "ordered logit", "multinomial probit", "multinomial logit"
time.series	logical. This is used to decide the partition process.
timeVar	the time series variable

Examples

optimizer()

PiotrLeTrong/regressr documentation built on May 20, 2019, 1:31 p.m.