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Summary of trained models during random search

Source: R/methods-fable.R
glance.ESN.Rd

Return summary statistics from trained ESN models during random search as tibble.

  • model: Model identifier.

  • loglik: Log-likelihood.

  • nobs: Number of observations.

  • df: Effective degrees of freedom.

  • lambda: Regularization parameter.

  • aic: Akaike Information Criterion.

  • aicc: Corrected Akaike Information Criterion.

  • bic: Bayesian Information Criterion.

  • hqc: Hannan-Quinn Information Criterion.

  • mse: Mean Squared Error.

  • mae: Mean Absolute Error.

Usage

# S3 method for class 'ESN'
glance(x, ...)

Arguments

x

An object of class ESN.

...

Currently not in use.

Value

Summary statistics extracted from the object.

Examples

library(tsibble)
library(fable)
AirPassengers %>%
as_tsibble() %>%
model("ESN" = ESN(value)) %>%
glance()
#> # A tibble: 114 × 12
#>    .model model      loglik  nobs    df   lambda   aic  aicc   bic   hqc     mse
#>    <chr>  <chr>       <dbl> <int> <dbl>    <dbl> <dbl> <dbl> <dbl> <dbl>   <dbl>
#>  1 ESN    model(037)   194.   135  16.3 0.0148   -356. -351. -309. -337. 0.00330
#>  2 ESN    model(077)   194.   135  16.1 0.0159   -355. -351. -308. -336. 0.00332
#>  3 ESN    model(035)   197.   135  17.5 0.00800  -359. -354. -308. -339. 0.00315
#>  4 ESN    model(110)   200.   135  18.8 0.00465  -362. -355. -307. -339. 0.00304
#>  5 ESN    model(080)   201.   135  19.7 0.00324  -363. -356. -306. -340. 0.00297
#>  6 ESN    model(043)   180.   135  13.2 0.0750   -333. -330. -295. -318. 0.00407
#>  7 ESN    model(092)   210.   135  25.5 0.000578 -369. -356. -295. -339. 0.00261
#>  8 ESN    model(055)   179.   135  13.2 0.0780   -332. -329. -294. -317. 0.00411
#>  9 ESN    model(071)   178.   135  13.0 0.0861   -330. -327. -292. -314. 0.00420
#> 10 ESN    model(025)   166.   135  11.9 0.165    -309. -306. -274. -295. 0.00498
#> # ℹ 104 more rows
#> # ℹ 1 more variable: mae <dbl>