CV_mlm | R Documentation |
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.
CV_mlm(obj)
obj |
An object of class mlm or lm. |
A matrix of of CV and AICc values for each model.
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