moose

cranv0.0.1

Mean Squared Out-of-Sample Error Projection. Projects mean squared out-of-sample error for a linear regression based upon the methodology developed in Rohlfs (2022) <doi:10.48550/arXiv.2209.01493>. It consumes as inputs the lm object from an estimated OLS regression (based on the "training sample") and a data.frame of out-of-sample cases (the

License MIT + file LICENSE0 versions1 maintainers0 deps70 weekly dl
https://CRAN.R-project.org/package=moose
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First published · 2022-09-09 09:56:41

Last updated · 2022-09-09T07:20:02+00:00