R2_CB: R2_CB function

View source: R/ParetoAdj.R

R2_CBR Documentation

R2_CB function

Description

Estimate shrunken R2 based on Browne (1975) formula

Usage

R2_CB(N, p, R2)

Arguments

N

Sample size

p

number of predictors

R2

R-squared

Value

R2_B formula-adjusted R2 based on Browne (1958) shrinkage formula

Examples

# (1) Sample size
N <- 100
# (2) Number of predictors
p <- 5
# (3) R2 R-squared
R2 <- 0.30
# Estimate shrunken R2
R2_CB(N = N, p = p, R2 = R2)

Diversity-ParetoOptimal/ParetoR documentation built on Feb. 9, 2024, 1:06 a.m.