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deprecate weights = "insample.errors" #42

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dashaub opened this issue Jun 23, 2016 · 3 comments
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deprecate weights = "insample.errors" #42

dashaub opened this issue Jun 23, 2016 · 3 comments
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@dashaub
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dashaub commented Jun 23, 2016

It probably never was a good idea to include this. Equal weights almost certainly lead to models with less variance, and cross validated error weights probably lead to lower model forecasting errors. It might be worth replacing this with the ability to set custom weights, e.g.

hybridModel(wineind, models = “aen”, weights = c(0.2, 0.6, 0.2))
@ellisp ellisp self-assigned this Nov 2, 2016
@ellisp ellisp added this to the v0.3.0 milestone Nov 2, 2016
@dashaub
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dashaub commented Nov 9, 2016

@ellisp Thoughts on a soft depreciation of this? We can remove this from the choice of options provided in the documentation (i.e. weights = c("equal", "cv.errors")) but still preserve the in-sample behavior if called.

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ellisp commented Nov 9, 2016

Yes, I think we should do it that way, with a warning message too. I was going to do this after the thetaf work gets merged, but happy for you to do it earlier.

@dashaub dashaub changed the title depricate weights = "insample.errors" deprecate weights = "insample.errors" Dec 18, 2016
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dashaub commented Dec 18, 2016

fixed here a50817a.

@dashaub dashaub closed this as completed Dec 18, 2016
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