Calculates the functional MSE for a fitted FDboost-object
1 2 |
object |
fitted FDboost-object |
overTime |
per default the functional R-squared is calculated over time
if |
breaks |
an optional vector or number giving the time-points at which the model is evaluated. Can be specified as number of equidistant time-points or as vector of time-points. Defaults to the index of the response in the model. |
global |
logical. defaults to |
relative |
logical. defaults to |
root |
take the square root of the MSE |
... |
currently not used |
Formula to calculate MSE over time, overTime=TRUE
:
MSE(t) = n^{-1} ∑_i (Y_i(t) - \hat{Y}_i(t))^2
Formula to calculate MSE over subjects, overTime=FALSE
:
MSE_i = \int (Y_i(t) - \hat{Y}_i(t))^2 dt \approx G^{-1} ∑_g (Y_i(t_g) - \hat{Y}_i(t_g))^2
Returns a vector with the calculated MSE and some extra information in attributes.
breaks
cannot be changed in the case the bsignal()
is used over the same domain
as the response! In that case you would have to rename the index of the response or that
of the covariates.
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
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