Pipe-friendly backtesting + scoring

Runs backtest and returns scores in one step.

Usage

lfq_score(
  data,
  engines = "mlr",
  horizons = c(14, 28),
  metrics = c("mae", "coverage"),
  ...
)

Arguments

data

An lfq_data object.

engines

Character vector of engine names.

horizons

Forecast horizons in days.

metrics

Score metrics.

...

Passed to backtest().

Value

A tibble of scores.