rdCV: Wrapper for repeated double cross-validation without variable...

In MUVR2: Multivariate Methods with Unbiased Variable Selection

Wrapper for repeated double cross-validation without variable selection

Description

Wrapper for repeated double cross-validation without variable selection

Usage

rdCV(
  X,
  Y,
  ID,
  nRep = 5,
  nOuter = 6,
  nInner,
  DA = FALSE,
  fitness = c("AUROC", "MISS", "RMSEP", "BER"),
  method = c("PLS", "RF"),
  methParam,
  ML = FALSE,
  modReturn = FALSE,
  logg = FALSE
)

Arguments

X	Independent variables. NB: Variables (columns) must have names/unique identifiers. NAs not allowed in data. For ML, X is upper half only (X1-X2)
Y	Response vector (Dependent variable). For DA (classification), Y should be factor or character. For ML, Y is omitted. For regression, Y is numeric.
ID	Subject identifier (for sampling by subject; Assumption of independence if not specified)
nRep	Number of repetitions of double CV.
nOuter	Number of outer CV loop segments.
nInner	Number of inner CV loop segments.
DA	Logical for Classification (discriminant analysis) (Defaults do FALSE, i.e. regression). PLS is limited to two-class problems (see 'Y' above).
fitness	Fitness function for model tuning (choose either 'AUROC' or 'MISS'or 'BER' for classification; or 'RMSEP' (default) for regression.)
method	Multivariate method. Supports 'PLS' and 'RF' (default)
methParam	List with parameter settings for specified MV method (defaults to ???)
ML	Logical for multilevel analysis (defaults to FALSE)
modReturn	Logical for returning outer segment models (defaults to FALSE)
logg	Logical for whether to sink model progressions to 'log.txt'

Value

An object containing stuff...

Examples

data("freelive2")
nRep <- 2 # Number of MUVR2 repetitions
nOuter <- 4 # Number of outer cross-validation segments
varRatio <- 0.75 # Proportion of variables kept per iteration
method <- 'RF' # Selected core modeling algorithm
regrModel <- rdCV(X = XRVIP2,
                  Y = YR2,
                  nRep = nRep,
                  nOuter = nOuter,
                  method = method,
                  modReturn=TRUE)

MUVR2 documentation built on Sept. 16, 2024, 9:06 a.m.