Combined Model Selection Criteria


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Documentation for package ‘CombMSC’ version 1.4.2.1

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CombMSC-package Combined Model Selection Criteria
Adj.Rsq Adjusted R-Squared
Adj.Rsq.fmo Adjusted R-Squared
Adj.Rsq.lm Adjusted R-Squared
AIC.fmo AIC
BIC Akaike Information Criterion
BIC.fmo Akaike Information Criterion
CombMSC Combined Model Selection Criteria
compare Compare 2 msc objects
Cp Mallows Cp
Cp.fmo Mallows Cp
Cp.lm Mallows Cp
fit.Models Generic model fitting
fit.Models.glmFormula Generic model fitting
fit.Models.lmFormula Generic model fitting
fit.Models.tsm Generic model fitting
gen.Data Simulate Data Sets
gen.Data.glmFormula Simulate Data Sets
gen.Data.lmFormula Simulate Data Sets
gen.Data.tsm Simulate Data Sets
gen.Params Simulate parameters
gen.Params.lmFormula Simulate parameters
gen.Params.tsm Simulate parameters
holdout.Mean Holdout Sample Prediction Errors
holdout.Mean.Arima Holdout Sample Prediction Errors
holdout.Mean.default Holdout Sample Prediction Errors
holdout.Mean.fmo Holdout Sample Prediction Errors
holdout.Mean.lm Holdout Sample Prediction Errors
holdout.Med Holdout Sample Prediction Errors
holdout.Med.Arima Holdout Sample Prediction Errors
holdout.Med.default Holdout Sample Prediction Errors
holdout.Med.fmo Holdout Sample Prediction Errors
holdout.Med.lm Holdout Sample Prediction Errors
holdout.SS Holdout Sample Prediction Errors
holdout.SS.Arima Holdout Sample Prediction Errors
holdout.SS.default Holdout Sample Prediction Errors
holdout.SS.fmo Holdout Sample Prediction Errors
holdout.SS.lm Holdout Sample Prediction Errors
make.Model.List.Reg Make Model Lists
make.Model.List.TS Make Model Lists
num.Terms Number of terms (parameters) in a model
num.Terms.formula Number of terms (parameters) in a model
num.Terms.tsm Number of terms (parameters) in a model
plot.msc Display an msc object
PRESS PRESS
PRESS.fmo PRESS
PRESS.lm PRESS
print.msc Default print method for an msc object
print.summary.msc Default print method for a summary of an msc object
print.tsm Default print method for a tsm object
sarima.Sim Simulate from a specified SARIMA model
sgnf Significance of an msc object
splitTrainTest Split a time series into training and testing sets
subsets Generate all the combinations of k out of n elements
summary.msc Default print method for a summary of an msc object
TMC Compare model selection criteria
weight.Only.N Weight Only Models of Size N
weightsGivenSize Generate weight vector based on prior on model size