mse: Prediction error rates

In mlesnoff/rnirs: Dimension reduction, Regression and Discrimination for Chemometrics

Prediction error rates

Description

Calculation and plotting of prediction error rates (RMSEP, SEP, etc. or classification error rate) for models with quantitative or qualitative responses.

Note: In function mse, The R2 rate is calculated by R2 = 1 - MSEP(fitted model) / MSEP(no model), where MSEP = Sum((y_i - fit_i)^2)/n and "no model" is the overall mean of y. For predictions over CV or Test sets, and/or for non linear models, it can be different from the square of the correlation coefficient between the observed values and prediction.

See examples in plsr, plsda, etc.

Usage

mse(fm, formula = ~ 1, nam = NULL, digits = 3)

err(fm, formula = ~ 1, nam = NULL, digits = 4)

plotmse(obj, namx = "ncomp", nam = "msep", group = NULL,  col = NULL,
  legend = TRUE, legend.title = NULL, ncol = 1, ...)

Arguments

fm	An object containing at least data frames y (data) and fit (predictions). See for instance objects y and fit returned by function plsr.
formula	A right-hand-side formula defing the aggregation levels on which are calculated the error rates.
namx	For plotmse: Name (character string) of the column in obj to plot as x-axis. Default to nam = "ncomp".
nam	For mse: Name (character string) of the column to consider in fm$y for calulating the prediction error rate. If NULL (default), the last column of fm$y is considered. For plotmse: Name (character string) of the column in obj to plot as y-axis. Default to nam = "msep".
digits	The number of digits for the numerical outputs.

Arguments specific to plotmse:

obj	Data frame returned by mse or err.
group	A vector of length equal to the number of rows of obj defining the groups of rows to be plotted with different colors (default is NULL).
col	A color, or a vector of colors (of length equal to the number of groups), defining the color(s) of the lines representing the error rates.
legend	Only if there are groups. Logical indicationg is a legend is drawn for groups (Default to FALSE).
legend.title	Character string indicationg a title for the legend.
ncol	Number of columns drawn in the legend box.
...	Other arguments to pass in functions plot or lines

.

Value

A dataframe.

mlesnoff/rnirs documentation built on April 24, 2023, 4:17 a.m.