cv.glm: Compute average AUC with cross-validation

Description Usage Arguments

View source: R/functions.R

Description

Repeats random split, fits GLM model on train dataset and computes AUC on test dataset and calculates average AUC In further releases will be replaced with more efficient cross-validation techniques

Usage

1
cv.glm(formula, data, target.var, n, fit.type = "glm", train.rate = 0.7)

Arguments

formula

formula to fit regression on

data

input data.frame

target.var

target variable name

n

number of repetitions

fit.type

Type of model to use (GLM or RandomForest)

train.rate

fraction of data to set as training (default=0.7)


konstantin-kotochigov/R_ml_utils documentation built on May 3, 2019, 4:07 p.m.