base_models_loss: Computing the error of base models

In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

Computing the error of base models

Usage

base_models_loss(Y_hat, Y, lfun = se, y_tr)

Arguments

Y_hat	predictions of the base models ("@Y_hat" slot) from base_ensemble-class object;
Y	true values from the time series;
lfun	loss function to compute. Defaults to ae, absolute error
y_tr	target of training set

vcerqueira/tsensembler documentation built on Oct. 28, 2020, 11:46 p.m.