gofMC: Goodness of Fit Noise Analysis Using Monte Carlo Techniques

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.

Getting started

Package details

AuthorJoseph G Kreke, PhD; Harris, Inc. Sangeet Khemlani, PhD; Naval Research Laboratory. Greg Trafton, PhD; Naval Research Laboratory.
MaintainerJoseph G Kreke <jkreke2@gmail.com>
Package repositoryView on CRAN
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gofMC documentation built on May 2, 2019, 5:55 a.m.