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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(077)   195.   135  19.2 0.0159  -352. -345. -296. -329. 0.00326
#>  2 ESN    model(037)   195.   135  19.4 0.0148  -352. -345. -296. -329. 0.00324
#>  3 ESN    model(043)   185.   135  15.6 0.0750  -339. -335. -294. -321. 0.00377
#>  4 ESN    model(035)   199.   135  21.1 0.00800 -355. -347. -294. -330. 0.00309
#>  5 ESN    model(055)   185.   135  15.5 0.0780  -338. -334. -293. -320. 0.00379
#>  6 ESN    model(071)   184.   135  15.3 0.0861  -337. -333. -293. -319. 0.00384
#>  7 ESN    model(110)   202.   135  22.9 0.00465 -358. -348. -291. -330. 0.00295
#>  8 ESN    model(080)   204.   135  24.4 0.00324 -360. -348. -289. -331. 0.00284
#>  9 ESN    model(025)   177.   135  13.9 0.165   -325. -322. -285. -309. 0.00428
#> 10 ESN    model(089)   176.   135  13.8 0.171   -324. -321. -284. -308. 0.00432
#> # ℹ 104 more rows
#> # ℹ 1 more variable: mae <dbl>