compete(best, challenger, compare_outliers)
model_score, nr_dummy_variables,
and bucket
.model_score, nr_dummy_variables,
and bucket
.FALSE
, the model comparison does not take the number of dummy variables into account.This function returns the best model as explained in the documentation for the autovar
function.
model1 <- list(logtransformed = FALSE, lag = 1, nr_dummy_variables = 1, model_score = 100, bucket = 0.05) model2 <- list(logtransformed = FALSE, lag = 2, nr_dummy_variables = 2, model_score = 200, bucket = 0.01) autovarCore:::compete(model1, model2, TRUE)$logtransformed [1] FALSE $lag [1] 1 $nr_dummy_variables [1] 1 $model_score [1] 100 $bucket [1] 0.05