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
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