Description Usage Arguments Value Examples
Compare the Rsquared values in two objects class optWeight
or of
class r2_optWeight
. The former compares the Rsquared values
for each outcome between the two optWeight
objects, while the latter
compares the Rsquared values for the combined outcome of two r2_optWeight
objects.
1 
object1 
An object of either class 
object2 
An object of either class 
comparison 
What type of comparison should be made. Possible choices include

alpha 
The function returns a 
Point estimate and confidence interval for the selected comparison
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17  X < data.frame(x1=runif(n=100,0,5), x2=runif(n=100,0,5))
Y1 < rnorm(100, X$x1 + X$x2, 1)
Y2 < rnorm(100, X$x1 + X$x2, 3)
Y < data.frame(Y1 = Y1, Y2 = Y2)
#fit1 < optWeight(Y = Y, X = X, SL.library = c("SL.glm","SL.mean"),
#family = "gaussian", return.CV.SuperLearner = FALSE)
#perf.fit1 < r2_optWeight(object = fit1, Y = Y, X = X, evalV = 5)
#fit2 < optWeight(Y = Y, X = X[,1,drop=FALSE], SL.library = c("SL.glm","SL.mean"),
#family = "gaussian",return.CV.SuperLearner = FALSE)
#perf.fit2 < r2_optWeight(object = fit2, Y = Y, X = X[,1,drop=FALSE], evalV = 5)
# compare crossvalidated rsquared for each outcome
#comp < r2_diff(fit1, fit2)
# comp
# compare crossvalidated rsquared for combined outcome
#perf.comp < r2_diff(perf.fit1, perf.fit2)
# perf.comp

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