Leave-one-out routine for plusminus objects

Share:

Description

When validation = 'loo' this routine effects the leave-one-out cross-validation procedure for plusminus objects.

Usage

1
plusminus.loo(X, Y, method = "plusminus", n_cores, ...)

Arguments

X

a matrix of observations. NAs and Infs are not allowed.

Y

a vector. NAs and Infs are not allowed.

method

PlusMinus algorithm used

n_cores

number of cores

...

additional arguments. Currently ignored.

Details

This function should not be called directly, but through the generic function plusminusFit with the argument validation = 'loo'.

Value

Provides the following crossvalideted results as a list for plusminus objects:

cvError

leave-one-out estimate of cv error.

in.bag

leave-one-out samples used for model building.

Author(s)

Richard Baumgartner (richard_baumgartner@merck.com), Nelson Lee Afanador (nelson.afanador@mvdalab.com)

References

NOTE: This function is adapted from mvr in package pls with extensive modifications by Nelson Lee Afanador and Thanh Tran.

See Also

plusminusFit

Examples

1
2
3
4
5
6
data(plusMinusDat)
mod1 <- plusminusFit(Y ~., data = plusMinusDat, validation = "loo", n_cores = 2)
summary(mod1)

mod1$validation$cvError
mod1$validation$in.bag  

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.