APPEstimation: Adjusted Prediction Model Performance Estimation

Calculating predictive model performance measures adjusted for predictor distributions using density ratio method (Sugiyama et al., (2012, ISBN:9781139035613)). L1 and L2 error for continuous outcome and C-statistics for binomial outcome are computed.

Package details

AuthorEisuke Inoue, Hajime Uno
MaintainerEisuke Inoue <[email protected]>
Package repositoryView on CRAN
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APPEstimation documentation built on Jan. 5, 2018, 5:07 p.m.