Description Usage Arguments Details Value Examples
In general, the function passed to sl_control$cv_risk
should expect a list
of outcomes and predictions in validation folds. The function should return a
list with names cv_measure, ci_low, ci_high, and p_value. The output of this function
is returned irrespective of the names of the list; however, the names are
necessary for print
methods to work properly.
1 | cv_risk_sl_nloglik(input, sl_control)
|
input |
List where each entry corresponds to a validation fold. Each entry is a list
with entries: Y (univariate outcome for this validation fold), pred (matrix of predictions
from |
sl_control |
List of super learner control options. |
Confidence intervals are computed for negative log-likelihood. The p-value is for the one-sided hypothesis test that cross-validated negative log-likelihood is less than -log(0.5), which is what the value of negative log-likelihood if every observation were predicted to have Y = 1 with probability 0.5.
A list with named entries cv_measure, ci_low, ci_high, and p_value. The list will
be returned by max_assoc
irrespective of the named entries; however, the print
methods will only work if the function returns the above names.
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