plusminus.loo: Leave-one-out routine for 'plusminus' objects

In mvdalab: Multivariate Data Analysis Laboratory

Leave-one-out routine for plusminus objects

Description

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

Usage

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 ([e-mail]), Nelson Lee Afanador ([e-mail])

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

data(plusMinusDat)
mod1 <- plusminusFit(Y ~., data = plusMinusDat, validation = "loo", n_cores = 2)
## Not run: 
summary(mod1)
mod1$validation$cvError
mod1$validation$in.bag

## End(Not run)

mvdalab documentation built on Oct. 6, 2022, 1:05 a.m.