tscv.sglpath: Sorts time series cross-validation output
In jstriaukas/midasml: Estimation and Prediction Methods for High-Dimensional Mixed Frequency Time Series Data
tscv.sglpath R Documentation
Sorts time series cross-validation output
Description
Computes cvm and cvsd based on times series cross-validation fit.
Usage
tscv.sglpath(outlist, lambda, x, y, foldid, ...)
Arguments
outlist
list of cross-validation fits.
lambda
a sequence of λ parameter.
x
regressors
y
response
foldid
the fold assignment.
...
other arguments passed to predict.sgl
Value
cvm and cvsd.
jstriaukas/midasml documentation built on Oct. 5, 2022, 12:18 a.m.
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| tscv.sglpath | R Documentation |
Sorts time series cross-validation output
Description
Computes cvm and cvsd based on times series cross-validation fit.
Usage
tscv.sglpath(outlist, lambda, x, y, foldid, ...)
Arguments
outlist |
list of cross-validation fits. |
lambda |
a sequence of λ parameter. |
x |
regressors |
y |
response |
foldid |
the fold assignment. |
... |
other arguments passed to |
Value
cvm and cvsd.
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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