Change the Cross-Validation Measure — change_cv_measure • pense

For cross-validated fits using the RIS-CV strategy, the measure of prediction accuracy can be adjusted post-hoc.

Usage

change_cv_measure(
  x,
  measure = c("wrmspe", "wmape", "tau_size", "wrmspe_cv", "wmape_cv"),
  max_solutions = Inf
)

Arguments

x: fitted (adaptive) PENSE or M-estimator
measure: the measure to use for prediction accuracy
max_solutions: consider only this many of the best solutions. If missing, all solutions are considered.

Value

a pense.cvfit object using the updated measure of prediction accuracy

See also

Other functions to compute robust estimates with CV: pense_cv(), regmest_cv()