mvdalab (version 1.7)

plusminus.loo: Leave-one-out routine for plusminus objects

Description

When validation = 'loo' this routine effects the leave-one-out cross-validation procedure for plusminus objects.

Usage

plusminus.loo(X, Y, method = "plusminus", n_cores, ...)

Value

Provides the following crossvalideted results as a list for plusminus objects:

cvError

leave-one-out estimate of cv error.

in.bag

leave-one-out samples used for model building.

Arguments

X

a matrix of observations. NAs and Infs are not allowed.

Y

a vector. NAs and Infs are not allowed.

method

PlusMinus algorithm used

n_cores

number of cores

...

additional arguments. Currently ignored.

Author

Richard Baumgartner (), Nelson Lee Afanador ()

Details

This function should not be called directly, but through the generic function plusminusFit with the argument validation = 'loo'.

References

NOTE: This function is adapted from mvr in package pls with extensive modifications by Nelson Lee Afanador and Thanh Tran.

See Also

plusminusFit

Examples

data(plusMinusDat)
mod1 <- plusminusFit(Y ~., data = plusMinusDat, validation = "loo", n_cores = 2)
if (FALSE) {
summary(mod1)
mod1$validation$cvError
mod1$validation$in.bag
}