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APPEstimation (version 0.1.1)

Adjusted Prediction Model Performance Estimation

Description

Calculating predictive model performance measures adjusted for predictor distributions using density ratio method (Sugiyama et al., (2012, ISBN:9781139035613)). L1 and L2 error for continuous outcome and C-statistics for binomial outcome are computed.

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Version

Install

install.packages('APPEstimation')

Monthly Downloads

338

Version

0.1.1

License

GPL-2

Maintainer

Eisuke Inoue

Last Published

January 5th, 2018

Functions in APPEstimation (0.1.1)

densratio.appe

A wrapper function
appe.lm

\(L_1\) and \(L_2\) errors adjusted for predictor distributions
cvalest.bin

Estimation of \(C\)-statistics
APPEstimation-package

R function to calculate model performance measure adjusted for predictor distributions.
appe.glm

\(C\)-statistics adjusted for predictor distributions