ModelConfidenceSetSelection#

cultivars.forecast.confidence_set.ModelConfidenceSetSelection[source]#

alias of _ModelConfidenceSetSelection

Attributes#

names

pvalues

mean_losses

elimination_order

alpha

statistic

n_bootstrap

block_length

nobs

best

The survivor of the elimination sequence.

excluded

The models eliminated, in elimination order.

included

The models in the set, best mean loss first.

Methods#

pvalue(name)

One model's MCS p-value.

summary()

Render as a table in elimination order, survivor last.