evalpred: A function for evaluating arrays of predictive probabilities...

Description Usage Arguments Value

Description

This function is used to find error rate, amlp, loss and predictive probabilities at true labels.

Usage

1
eval_pred (out_pred, y_ts, Mloss = NULL)

Arguments

out_pred

a list returned by function bcbcsf_fitpred with X_ts given, or bcbcsf_pred, or by cross_vld.

y_ts

a vector of true class labels.

Mloss

a matrix indicting loss function, with element m_{ij} saving the losss from predicting class i with class label j

; by default, it is NULL.

Value

probs_at_truelabels

a matrix of predictive probabilities at true labels, with rows for cases, and columns for different numbers of retained features

summary

a data frame, with rows for different numbers of retained features, and columns: Error.Rate: fraction of cases misclassified with fair threshold, and AMLP: minus average log probabilities at true labels, often called "deviation", and Loss (if Mloss is given): average loss.


BCBCSF documentation built on May 2, 2019, 1:08 p.m.

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