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cvwrapr (version 1.0)

computeStats: Compute CV statistics

Description

Use the returned output from `computeRawError()` to compute CV statistics.

Usage

computeStats(cvstuff, foldid, lambda, grouped)

Arguments

cvstuff

Output from a call to `computeRawError()`.

foldid

Vector of values identifying which fold each observation is in.

lambda

Lambda values associated with the errors in `cvstuff`.

grouped

Experimental argument; see `kfoldcv()` documentation for details.

Value

A list with the following elements:

lambda

The values of lambda used in the fits.

cvm

The mean cross-validated error: a vector of length `length(lambda)`.

cvsd

Estimate of standard error of `cvm`.

cvup

Upper curve = `cvm + cvsd`.

cvlo

Lower curve = `cvm - cvsd`.