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bst (version 0.3-2)

cv.mada: Cross-Validation for one-vs-all AdaBoost with multi-class problem

Description

Cross-validated estimation of the empirical misclassification error for boosting parameter selection.

Usage

cv.mada(x, y, balance=FALSE, K=10, nu=0.1, mstop=200, interaction.depth=1, trace=FALSE, plot.it = TRUE, se = TRUE, ...)

Arguments

x
a data matrix containing the variables in the model.
y
vector of multi class responses. y must be an interger vector from 1 to C for C class problem.
balance
logical value. If TRUE, The K parts were roughly balanced, ensuring that the classes were distributed proportionally among each of the K parts.
K
K-fold cross-validation
nu
a small number (between 0 and 1) defining the step size or shrinkage parameter.
mstop
number of boosting iteration.
interaction.depth
used in gbm to specify the depth of trees.
trace
if TRUE, iteration results printed out.
plot.it
a logical value, to plot the cross-validation error if TRUE.
se
a logical value, to plot with 1 standard deviation curves.
...
additional arguments.

Value

  • object with
  • residmatempirical risks in each cross-validation at boosting iterations
  • fractionabscissa values at which CV curve should be computed.
  • cvThe CV curve at each value of fraction
  • cv.errorThe standard error of the CV curve
  • ...

See Also

mada