CV_mlm: Computation of LOOCV and AICc for mlm objects

CV_mlmR Documentation

Computation of LOOCV and AICc for mlm objects

Description

Extends the CV method from the forecast package to handle multi-predictand linear models (objects of class mlm). Specifically, it calculates the leave-one-out cross validataion statistic (also known as the PRESS statistic) and the corrected Akaike's Information Criterion.

Usage

CV_mlm(obj)

Arguments

obj

An object of class mlm or lm.

Value

A matrix of of CV and AICc values for each model.


bocinsky/PaleoCAR documentation built on Feb. 23, 2023, 12:14 p.m.