OHPL.RMSEP: Compute RMSEP, MAE, and Q2 for a Test Set

Description Usage Arguments Value Examples

View source: R/OHPL.RMSEP.R

Description

This function makes predictions on new data and computes the performance evaluation metrics RMSEP, MAE, and Q2.

Usage

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OHPL.RMSEP(object, newx, newy)

Arguments

object

An An object of class OHPL fitted by OHPL.

newx

Predictor matrix of the new data.

newy

Response matrix of the new data (matrix with one column).

Value

A list of the performance metrics.

Examples

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# generate simulation data
dat <- OHPL.sim(
  n = 100, p = 100, rho = 0.8,
  coef = rep(1, 10), snr = 3, p.train = 0.5,
  seed = 1010
)

# split training and test set
x <- dat$x.tr
y <- dat$y.tr
x.test <- dat$x.te
y.test <- dat$y.te

# fit the OHPL model
fit <- OHPL(x, y, maxcomp = 3, gamma = 0.5, G = 10, type = "max")

# compute evaluation metric RMSEP, Q2 and MAE for the test set
perf <- OHPL.RMSEP(fit, x.test, y.test)
perf$RMSEP
perf$Q2
perf$MAE

OHPL documentation built on May 18, 2019, 9:03 a.m.