is_optimum_at_border: Check whether BigVAR LASSO optimum landed at border
In bdemeshev/torro:
Description
Usage
Arguments
Details
Value
Examples
Description
is_optimum_at_border checks whether BigVAR LASSO optimum landed at border.
Usage
1
is_optimum_at_border(fit)
Arguments
fit
object of type mforecast.
Details
Takes mforecast objects, extracts model.
Than checks whether optimum is equal to the minimal lambda considered.
Returns FALSE for non BigVAR LASSO models.
Value
TRUE/FALSE.
Examples
1
2
3
4
fits_long_toy <- create_fits_long(shifts_toy, models_toy, var_sets_toy, horizons_toy)
fit_row <- fits_long_toy[1, ]
attempt <- forecast_one_fit(fit_row, var_sets)
is_optimum_at_border(attempt)
bdemeshev/torro documentation built on May 21, 2019, 8:36 a.m.
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Description Usage Arguments Details Value Examples
Description
is_optimum_at_border checks whether BigVAR LASSO optimum landed at border.
Usage
1 | is_optimum_at_border(fit)
|
Arguments
fit |
object of type mforecast. |
Details
Takes mforecast objects, extracts model. Than checks whether optimum is equal to the minimal lambda considered. Returns FALSE for non BigVAR LASSO models.
Value
TRUE/FALSE.
Examples
1 2 3 4 | fits_long_toy <- create_fits_long(shifts_toy, models_toy, var_sets_toy, horizons_toy)
fit_row <- fits_long_toy[1, ]
attempt <- forecast_one_fit(fit_row, var_sets)
is_optimum_at_border(attempt)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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