corrected.var | R Documentation |
Calculate variance corrected for non-independence of k-fold iterations
corrected.var(x, nk)
x |
numeric vector: input values |
nk |
numeric: number of k-fold iterations |
'corrected.var' calculates variance corrected for non-independence of k-fold iterations. See Appendix of Shcheglovitova & Anderson (2013) and other references (Miller 1974; Parr 1985; Shao and Wu 1989) for additional details. This function calculates variance that is corrected for the non-independence of k cross-validation iterations. Following Shao and Wu (1989):
Sum Of Squares * ((n-1)/n)
where n = the number of k-fold iterations.
A numeric value of the corrected variance.
Robert Muscarella <bob.muscarella@gmail.com>
Miller, R. G. (1974) The jackknife - a review. Biometrika, 61: 1-15. doi: 10.1093/biomet/61.1.1
Parr, W. C. (1985) Jackknifing differentiable statistical functionals. Journal of the Royal Statistics Society, Series B, 47: 56-66. doi: 10.1111/j.2517-6161.1985.tb01330.x
Shao J. and Wu, C. F. J. (1989) A general theory for jackknife variance estimation. Annals of Statistics, 17: 1176-1197. doi: 10.1214/aos/1176347263
Shcheglovitova, M. and Anderson, R. P. (2013) Estimating optimal complexity for ecological niche models: a jackknife approach for species with small sample sizes. Ecological Modelling, 269: 9-17. doi: 10.1016/j.ecolmodel.2013.08.011
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