CrossValidationStatsSSN: Compute Summary Statistics on Crossvalidation Values for...

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/CrossValidationStatsSSN.r

Description

CrossValidationStatsSSN operates on glmssn objects and uses the CrossValidationSSN function to create a data.frame of crossvalidation predictions and standard errors. Then it computes summary statistics such as bias and confidence interval coverage based on cross-validation.

Usage

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Arguments

object

an object of class 'glmssn'

Details

This function uses the CrossValidationSSN function to create a data.frame of crossvalidation predictions and standard errors. Then it computes summary statistics on bias, root mean-squared prediction errors (RMSPE), and confidence interval coverage based on cross-validation. Output is a data.frame with with a single entry for the columns as describe below. In the descriptions, obs is an observed data value, pred is its prediction using crossvalidation, and predSE is the prediction standard error using crossvalidation.

bias

Bias, computed as mean(obs - pred).

std.bias

Standardized bias, computed as mean((obs - pred)/predSE).

RMSPE

Root mean-squared prediction error, computed as sqrt(mean((obs - pred)^2))

RAV

Root average variance, computed as sqrt(mean(predSE^2)). If the prediction standard errors are being estimated well, this should be close to RMSPE.

std.MSPE

standardized mean-squared prediction error, computed as mean(((obs - pred)/predSE)^2). If the prediction standard errors are being estimated well, this should be close to 1.

cov.80

The proportion of times that obs was within the prediction interval formed from pred +- qt(.9, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.8 for large sample sizes.

cov.90

The proportion of times that obs was within the prediction interval formed from pred +- qt(.95, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.9 for large sample sizes.

cov.95

The proportion of times that obs was within the prediction interval formed from pred +- qt(.975, df)*predSE, where qt is the quantile t function, and df is the number of degrees of freedom. If there is little bias and the prediction standard errors are being estimated well, this should be close to 0.95 for large sample sizes.

Value

Output is a data.frame with with a single entry for the columns as listed above.

Author(s)

Jay Ver Hoef support@SpatialStreamNetworks.com

See Also

InfoCritCompare, glmssn, CrossValidationSSN

Examples

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library(SSN)
#for examples, copy MiddleFork04.ssn directory to R's temporary directory
copyLSN2temp()
# NOT RUN
# Create a SpatialStreamNetork object that also contains prediction sites
#mf04 <- importSSN(paste0(tempdir(),'/MiddleFork04.ssn', o.write = TRUE))
#use mf04 SpatialStreamNetwork object, already created
data(mf04)
#for examples only, make sure mf04p has the correct path
#if you use importSSN(), path will be correct
mf04 <- updatePath(mf04, paste0(tempdir(),'/MiddleFork04.ssn'))



## NOT RUN Distance Matrix has already been created
## createDistMat(mf04)

# The models take a little time to fit, so they are NOT RUN 
# Uncomment the code to run them
# Alternatively, you can load the fitted models first to look at results
data(modelFits)

## 3 component spatial model
#fitSp <- glmssn(Summer_mn ~ ELEV_DEM + netID,
#    ssn.object = mf04, EstMeth = "REML", family = "Gaussian",
#    CorModels = c("Exponential.tailup","Exponential.taildown",
#    "Exponential.Euclid"), addfunccol = "afvArea")
#for examples only, make sure fitSp has the correct path
#if you use importSSN(), path will be correct
fitSp$ssn.object <- updatePath(fitSp$ssn.object, 
	paste0(tempdir(),'/MiddleFork04.ssn'))

CrossValidationStatsSSN(fitSp)

SSN documentation built on March 13, 2020, 1:49 a.m.