summary.foreccomb_res: Summary of Forecast Combination

In ceweiss/ForecastComb: Forecast Combination Methods

Description

summary method for class ‘foreccomb_res’. Includes information about combination method, combination weights assigned to the individual forecast models, as well as an accuracy evaluation of the combined forecast.

Usage

## S3 method for class 'foreccomb_res'
summary(object, ...)

## S3 method for class 'foreccomb_res_summary'
print(x, ...)

Arguments

object	An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.
...	potential further arguments (require by generic)
x	An object of class 'foreccomb'. Contains training set (actual values + matrix of model forecasts) and optionally a test set.

Author(s)

Christoph E. Weiss and Gernot R. Roetzer

See Also

foreccomb, plot.foreccomb_res,

Examples

obs <- rnorm(100)
preds <- matrix(rnorm(1000, 1), 100, 10)
train_o<-obs[1:80]
train_p<-preds[1:80,]
test_o<-obs[81:100]
test_p<-preds[81:100,]

data<-foreccomb(train_o, train_p, test_o, test_p)
fit<-comb_BG(data)
summary(fit)

ceweiss/ForecastComb documentation built on May 16, 2019, 7:44 a.m.