R/getScore.R

In joshoberman/backtest: Backtest many time series models for automatic model selection

getScore<-function(backtested_model){

  nrmses<-backtested_model$diagnostics$nrmse

  score_A<-sd(nrmses)*2 + mean(nrmses)

  normedScore<-1-(score_A)

  finalScore<-0.05 * 1 + 0.1 * 1 + 0.85 * normedScore


  backtested_model$diagnostics$errorScore<-normedScore
  backtested_model$diagnostics$finalScore<-finalScore
  backtested_model
}