Summarize error statistics obtained by sperrorest
Description
summary.sperroresterror
calculates mean, standard
deviation, median etc. of the calculated error measures
at the specified level (overall, repetition, or fold).
summary.sperrorestpoolederror
does the same with
the pooled error, at the overall or repetition level.
Usage
1 2 3 
Arguments
object 

level 
Level at which errors are summarized: 0: overall; 1: repetition; 2: fold 
pooled 
If 
na.rm 
Remove 
... 
additional arguments (currently ignored) 
Details
Let's use an example to explain the pooled
argument. E.g., assume we are using 100repeated 10fold
crossvalidation. If pooled=TRUE
(default), the
mean and standard deviation calculated when summarizing
at level=0
are calculated across the error
estimates obtained for each of the 100*10 = 1000
folds. If pooled=FALSE
, mean and standard
deviation are calculated across the 100
repetitions, using the weighted average of the foldlevel
errors to calculate an error value for the entire sample.
This will essentially not affect the mean value but of
course the standard deviation of the error.
pooled=FALSE
is not recommended, it is mainly for
testing purposes; when the test sets are small (as in
leaveoneout crossvalidation, in the extreme case),
consider running sperrorest
with
err.pooled=TRUE
and examine only the
pooled.error
component of its result.
Value
Depending on the level of aggregation, a list
or
data.frame
with mean, and at level 0 also standard
deviation, median and IQR of the error measures.
See Also
sperrorest
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