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

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  ## S3 method for class 'sperroresterror'
 summary(object, level = 0,
    pooled = TRUE, na.rm = TRUE, ...)

Arguments

object

sperroresterror resp. sperrorestcombinederror error object calculated by sperrorest

level

Level at which errors are summarized: 0: overall; 1: repetition; 2: fold

pooled

If TRUE (default), mean and standard deviation etc are calculated between fold-level error estimates. If FALSE, apply first a weighted.mean among folds before calculating mean, standard deviation etc among repetitions. See also Details.

na.rm

Remove NA values? See mean etc.

...

additional arguments (currently ignored)

Details

Let's use an example to explain the pooled argument. E.g., assume we are using 100-repeated 10-fold cross-validation. 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 fold-level 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 leave-one-out cross-validation, 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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