Get elements of rmse_prev

Usage

get_lm_coef(model)

get_tvlm_coef(model, date, variable)

get_tvlm_bw(model)

get_rmse_bw_small(model, ...)

Arguments

model: result of rmse_prev fonction
date: the date on which we want the tvlm coefficients
variable: integer. The variable of which we want the coefficients at the given date
...: other unused parameters

Details

get_lm_coeff allows to get all coefficients of all linear regression prediction models

get_tvlm_coeff allows to get all coefficients of the variable at a certain date of all local regression prediction models

get_tvlm_bw allows to get the bandwidth of all local regression prediction models

get_rmse_bw_small allows to get rmse of linear, local and piecewise regression prediction models, when the bandwidth of the prediction model is different from 20.

get_coeff_plot plot get_tvlm_coeff of a certain variable at a certain date, get_lm_coeff of the same variable and the bandwidth of all prediction models, thanks to get_tvlm_bw. It also highlights when the bandwidth is equal to 20.