Glance a mable which contains an information combination reconciliation method

It uses the models within a mable to produce a one row summary statistics of their fits.

Usage

# S3 method for class 'mdl_icomb_lst'
glance(x, ...)

Arguments

x

A mable

...

Arguments for model methods

Value

The tibble contains the output of glance() for that model, with an added logical column .included indicating whether the corresponding node is present in the reconciliation process when the information combination method is used.

Examples

library(fable)
library(fabletools)
library(tsibble)
library(dplyr)
#> 
#> Attaching package: ‘dplyr’
#> The following objects are masked from ‘package:stats’:
#> 
#>     filter, lag
#> The following objects are masked from ‘package:base’:
#> 
#>     intersect, setdiff, setequal, union

tourism_hts <- tourism |>
  aggregate_key(State,
                Trips = sum(Trips))

fit <- tourism_hts |>
  model(base = ETS(Trips)) |>
  reconcile(ols = min_trace(base, method = "ols"),
            icomb = icomb(base, train_size = 75))

fit |>
  glance()
#> # A tibble: 27 × 11
#>    State          .model  sigma2 log_lik   AIC  AICc   BIC    MSE   AMSE     MAE
#>    <chr*>         <chr>    <dbl>   <dbl> <dbl> <dbl> <dbl>  <dbl>  <dbl>   <dbl>
#>  1 ACT          … base   1.56e-2   -504. 1019. 1020. 1031.  3704. 3.75e3 9.78e-2
#>  2 ACT          … ols    1.56e-2   -504. 1019. 1020. 1031.  3704. 3.75e3 9.78e-2
#>  3 ACT          … icomb  1.56e-2   -504. 1019. 1020. 1031.  3704. 3.75e3 9.78e-2
#>  4 New South Wal… base   9.70e+4   -631. 1277. 1278. 1294. 89711. 1.09e5 2.43e+2
#>  5 New South Wal… ols    9.70e+4   -631. 1277. 1278. 1294. 89711. 1.09e5 2.43e+2
#>  6 New South Wal… icomb  9.70e+4   -631. 1277. 1278. 1294. 89711. 1.09e5 2.43e+2
#>  7 Northern Terr… base   2.77e-2   -492.  999. 1000. 1016.  3327. 3.78e3 1.17e-1
#>  8 Northern Terr… ols    2.77e-2   -492.  999. 1000. 1016.  3327. 3.78e3 1.17e-1
#>  9 Northern Terr… icomb  2.77e-2   -492.  999. 1000. 1016.  3327. 3.78e3 1.17e-1
#> 10 Queensland   … base   9.81e+4   -632. 1278. 1279. 1294. 90738. 9.98e4 2.37e+2
#> # ℹ 17 more rows
#> # ℹ 1 more variable: .included <lgl>