devrat_: Calculate deviance ratios for CV based

In glmnetr: Nested Cross Validation for the Relaxed Lasso and Other Machine Learning Models

Calculate deviance ratios for CV based

Description

Calculate deviance ratios for individual folds and collectively. Calculations are based upon the average -2 Log Likelihoods calculated on each leave out test fold data for the models trained on the other (K-1) folds.

Usage

devrat_(m2.ll.mod, m2.ll.null, m2.ll.sat, n__)

Arguments

m2.ll.mod	-2 Log Likelihoods calculated on the test data
m2.ll.null	-2 Log Likelihoods for the null models
m2.ll.sat	-2 Log Likelihoods for teh saturated models
n__	sample zize for the indivual foles, or number of events for the Cox model

Value

a list with devrat.cv for the deviance ratios for the indivual folds, and devrat, a single collective deviance ratio

See Also

nested.glmnetr

glmnetr documentation built on April 3, 2025, 6:45 p.m.