dot-nb_corrected_var: Nadeau-Bengio corrected variance

In bioLeak: Leakage-Safe Modeling and Auditing for Genomic and Clinical Data

Nadeau-Bengio corrected variance

Description

Computes the corrected variance for repeated K-fold CV as described in Nadeau & Bengio (2003). The correction factor accounts for the overlap between training sets across folds.

Usage

.nb_corrected_var(per_fold_vals, n_train = NULL, n_test = NULL)

Arguments

per_fold_vals	Numeric vector of per-fold metric values.
n_train	Average number of training samples per fold. NULL to skip correction.
n_test	Average number of test samples per fold. NULL to skip correction.

Value

Scalar corrected variance, or NA_real_ for single-fold input.

bioLeak documentation built on March 6, 2026, 1:06 a.m.