Description Usage Arguments Value Author(s) References See Also Examples
Reshape cross-validation results into an object of class
"cvSelect"
with only one column of results.
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x |
an object inheriting from class |
selectBest |
a character string specifying a
criterion for selecting the best model. Possible values
are |
seFactor |
a numeric value giving a multiplication
factor of the standard error for the selection of the
best model. This is ignored if |
... |
additional arguments to be passed down. |
An object of class "cvSelect"
with the following
components:
n |
an integer giving the number of observations. |
K |
an integer giving the number of folds used in cross-validation. |
R |
an integer giving the number of replications used in cross-validation. |
best |
an integer giving the index of the model with the best prediction performance. |
cv |
a data frame containing the estimated prediction errors for the models. For repeated cross-validation, those are average values over all replications. |
se |
a data frame containing the estimated standard errors of the prediction loss for the models. |
selectBest |
a character string specifying the criterion used for selecting the best model. |
seFactor |
a numeric value giving the multiplication factor of the standard error used for the selection of the best model. |
reps |
a data frame containing the estimated prediction errors for the models from all replications. This is only returned if repeated cross-validation was performed. |
Andreas Alfons
Hastie, T., Tibshirani, R. and Friedman, J. (2009) The Elements of Statistical Learning: Data Mining, Inference, and Prediction. Springer, 2nd edition.
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