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BAS (version 0.3)

cv.summary.bma: Summaries for Out of Sample Prediction

Description

Compute summaries from out of sample predictions for a BMA object

Usage

cv.summary.bma(object, pred, ytrue)

Arguments

object
am object of class 'bma'
pred
output from predict.bma
ytrue
vector of left out response values

Value

  • A matrix with the best models, posterior probabilities, R2, dimensions, Average Prediction Error from the HPM and Average prediction error for BMA prediction

See Also

predict.bma