# cdf_crossval: Cross validation of Cumulative Distribution Function model In genomaths/usefr: Utility Functions for Statistical Analyses

 cdf_crossval R Documentation

## Cross validation of Cumulative Distribution Function model

### Description

This function returns A goodness-of-fit criteria for nonlinear model selection, specifically, the cross-validation correlation coefficient R (R.Cross.val).

### Usage

cdf_crossval(model, ...)

## S4 method for signature 'missingORNULL'
cdf_crossval(
model,
formula,
pars,
q,
logx = FALSE,
min.val = NULL,
loss.fun = c("linear", "huber", "smooth", "cauchy", "arctg"),
maxiter = 1024,
maxfev = 1e+05,
ptol = 1e-12,
minFactor = 1e-06
)

## S4 method for signature 'nls'
cdf_crossval(
model,
q,
logx = FALSE,
min.val = NULL,
maxiter = 1024,
ptol = 1e-12,
minFactor = 1e-06
)

## S4 method for signature 'CDFmodel'
cdf_crossval(
model,
q,
logx = FALSE,
min.val = NULL,
maxiter = 1024,
ptol = 1e-12,
minFactor = 1e-06
)

## S4 method for signature 'nls.lm'
cdf_crossval(
model,
formula,
q,
logx = FALSE,
min.val = NULL,
maxiter = 1024,
ptol = 1e-12,
minFactor = 1e-06
)

### Arguments

 formula No required for when a model from class CDFmodel or nls is provided. Otherwise, it will be nonlinear model formula including variables and parameters, which will be coerced to a formula if necessary. For example, for a Gamma model the formula will be: "Y ~ pgamma(q, shape, scale)", where pgamma function is available in 'stats' R package. However, the nls.lm class model created by function fitCDF has incorporated the formula information. pars Estimated model parameters. q Objective variable used to build the model, typically called a vector of quantiles. The model's formula must be expressed in terms of variable 'q'. logx logical(1). If TRUE, then a logarithm transformation will be applied: q = log1p(q). min.val A number denoting the lower bound of the domain where CDF is defined. For example, for Weibull and GGamma min.val = 0. loss.fun Described in fitCDF. maxiter, ptol, maxfev Arguments for function nlsLM and/or nls.lm. minFactor A positive numeric value specifying the minimum step-size factor allowed on any step in the iteration. The increment is calculated with a Gauss-Newton algorithm and successively halved until the residual sum of squares has been decreased or until the step-size factor has been reduced below this limit. Default value: 10^-6.

### Details

The cross-validation correlation coefficient R (R.Cross.val) is an estimator of the average cross-validation predictive power (1).

### References

1. Stevens JP. Applied Multivariate Statistics for the Social Sciences. Fifth Edit. Routledge Academic; 2009.