dualbounds.dist_reg.ModelSelector¶

class dualbounds.dist_reg.ModelSelector[source]¶

Class which selects a distributional regression model.

Notes

This class selects the model with the best out-of-sample R^2. However, by wrapping this class, other selection metrics can be used (simply overwrite the select_model method).

Methods

select_model(models, W, X, y[, Z, ...])