bestInClass: Showing Best Estimator Within Each Class of Estimators

In cvCovEst: Cross-Validated Covariance Matrix Estimation

Showing Best Estimator Within Each Class of Estimators

Description

bestInClass() finds the best performing estimator within each class of estimator passed to cvCovEst() and finds the associated hyperparameters if applicable.

Usage

bestInClass(dat, worst = FALSE)

Arguments

dat	The tibble of cross-validated risks which is output by cvCovEst().
worst	This facilitates the option to choose the worst performing estimator in each class. Default is FALSE.

Value

tibble with rows corresponding to estimator classes and columns for hyperparameter values, cross-validated risk, and other summary metrics for the best (or worst) estimator in that class.

cvCovEst documentation built on May 29, 2024, 5:51 a.m.