% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/diagnostics.R
\name{diagnostics_arvind}
\alias{diagnostics_arvind}
\title{Goodness-of-Fit Diagnostics for Arvind Models}
\usage{
diagnostics_arvind(fit)
}
\arguments{
\item{fit}{an object of class \code{"ArvindFit"} returned by any of the
model-fitting functions.}
}
\value{
A data frame with one row and 21 columns of diagnostics metrics.
See Details for the full list.
}
\description{
Computes 21 goodness-of-fit metrics for any fitted \code{ArvindFit}
object, including MSE, RMSE, MAE, MAPE, R-squared, AIC, BIC,
Kolmogorov-Smirnov test, Anderson-Darling statistic, and more.
}
\details{
The following metrics are computed:
\describe{
\item{Model}{character; the model type.}
\item{MSE}{Mean Squared Error.}
\item{RMSE}{Root Mean Squared Error.}
\item{MAE}{Mean Absolute Error.}
\item{MAPE}{Mean Absolute Percentage Error.}
\item{R2}{R-squared.}
\item{AdjR2}{Adjusted R-squared.}
\item{AIC}{Akaike Information Criterion.}
\item{AICc}{Corrected AIC.}
\item{BIC}{Bayesian Information Criterion.}
\item{LogLik}{Log-likelihood at the MLE.}
\item{Bias}{Mean residual.}
\item{MASE}{Mean Absolute Scaled Error.}
\item{DW}{Durbin-Watson statistic.}
\item{LjungBox_stat}{Ljung-Box test statistic.}
\item{LjungBox_p}{Ljung-Box p-value.}
\item{Theta}{Estimated Arvind parameter.}
\item{KS_stat}{Kolmogorov-Smirnov test statistic.}
\item{KS_pvalue}{Kolmogorov-Smirnov p-value.}
\item{AD_stat}{Anderson-Darling test statistic.}
\item{CvM_stat}{Cramer-von Mises test statistic.}
}
}
\examples{
dat <- simulate_arvind_data(n = 50, seed = 1)
m1 <- fit_rw1(Y ~ X1 + X2 + X3, dat, seed = 42)
diagnostics_arvind(m1)

}
