tscv.sglpath {midasml}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 \lambda parameter.

x

regressors

y

response

foldid

the fold assignment.

...

other arguments passed to predict.sgl

Value

cvm and cvsd.


[Package midasml version 0.1.10 Index]