nested.performance | R Documentation |
Compute an unbiased estimate of the performance of a given model or forward selected panel using the results obtained on the cross-validation folds.
nested.performance(x) ## S3 method for class 'nestperf' print(x, digits = max(3, getOption("digits") - 3), ...)
x |
An object of class |
digits |
Number of significant figures to print. |
... |
Further arguments passed to or from other methods. These are currently ignored. |
An object of class nestperf
containing the following fields:
observed |
Vector of observed values from all folds. |
predicted |
Vector of predicted values from all folds. |
performance |
A performance measure: the area under the curve (AUC) if
|
nested.fs()
and nested.glm()
.
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