vignettes/validate.R

In jashu/beset: Best Subset Predictive Modeling

## ---- echo = FALSE------------------------------------------------------------
library(beset)
suppressPackageStartupMessages(library(ggplot2))

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lin_mod <- lm(Fertility ~ ., data = swiss)
summary(lin_mod)

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cv_results <- validate(lin_mod)
cv_results

## -----------------------------------------------------------------------------
null_model <- lm(Fertility ~ 1, data = swiss)
mce <- as.numeric(-logLik(null_model) / nobs(null_model))

## -----------------------------------------------------------------------------
log_mod <- glm(tumor ~ ., data = prostate, family = "binomial")
summary(log_mod)
validate(log_mod)

## -----------------------------------------------------------------------------
validate(log_mod, n_folds = 5, n_reps = 5)

## -----------------------------------------------------------------------------
validate(log_mod, n_folds = nobs(log_mod), n_reps = 1)

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cv_results <- validate(lin_mod)

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cv_results$predictions

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cv_results$fold_assignments