MSECal: Function for calculation of different MSEs

In newboost: New boosting algorithms

Description

This function is mainly used for analyzing the performance of the L2Boost and orthogonal L2Boost algorithms.

Usage

MSECal(object, yref = NULL, Xnew = NULL, beta.true = NULL)

Arguments

object	object of class L2Boost or L2BoostOGA
yref	reference variable with regard to which the MSE is calculated (e.g. the observed dependent variables or some oracle)
Xnew	design matrix of the observations for which prediction accuracy shall be evaluated.
beta.true	the ture beta coefficient if known

Value

The function returns a list with different measures of the the predictive accuracy.

newboost documentation built on May 2, 2019, 5:17 p.m.