A3 (version 0.9.2)

a3.r2: Cross-Validated $R^2$

Description

Applies cross validation to obtain the cross-validated $R^2$ for a model: the fraction of the squared error explained by the model compared to the null model (which is defined as the average response). A pseudo $R^2$ is implemented for classification.

Usage

a3.r2(y, x, simulate.fn, cv.folds)

Arguments

y

a vector or responses.

x

a matrix of features.

simulate.fn

a function object that creates a model and predicts y.

cv.folds

the cross-validation folds.

Value

• A list comprising of the following elements:
• R2
  the cross-validated $R^2$
• predicted
  the predicted responses
• observed
  the observed responses