Glance at a FASSTER model — glance.FASSTER • fasster

Constructs a single-row summary of the model's goodness-of-fit statistics. This method follows the broom package conventions and is used by fabletools to provide model selection metrics.

Usage

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

Arguments

x: A FASSTER model object.
...: Additional arguments (currently unused).

Value

A one-row tibble containing:

sigma2: The estimated observation variance (V). If the model has multivariate observations, this is a list containing the variance matrix.
log_lik: The log-likelihood of the model.
AIC: Akaike Information Criterion.
AICc: Corrected AIC for small sample sizes.
BIC: Bayesian Information Criterion.

Examples

library(tsibble)
fit <- as_tsibble(mdeaths) |>
  model(FASSTER(value ~ trend(1) + fourier(12)))

# Get model fit statistics
glance(fit)
#> # A tibble: 1 × 6
#>   .model                                  sigma2 log_lik   AIC  AICc   BIC
#>   <chr>                                    <dbl>   <dbl> <dbl> <dbl> <dbl>
#> 1 FASSTER(value ~ trend(1) + fourier(12)) 11359.    409.  842.  848.  870.