Goodness-of-fit metrics, such as R-Squared, RMSE, etc., share a sensitivity to noise, dependent on the degrees of freedom. Some metrics, such as R-Squared, decrease with increasing dof and some, such as RMSE, increase with increasing dof. This package calculates the noise baseline (ceiling) by random sampling, calculating the metric’s value for each sample and counting the number of samples below a desired level, 95% by default. If one’s measure is above (below) the calculation corresponding to the desired level, then the measurement is distinguishable from noise. In addition, the ratio of the measurement to the calculated level provides a way to compare measurements of different degrees of freedom.
|Author||Joseph G Kreke, PhD; Harris, Inc. Sangeet Khemlani, PhD; Naval Research Laboratory. Greg Trafton, PhD; Naval Research Laboratory.|
|Maintainer||Joseph G Kreke <[email protected]>|
|Package repository||View on CRAN|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.