Compute an unbiased estimate of the performance of a given model or forward selected panel using the results obtained on the cross-validation folds.
nested.performance(x)# S3 method for nestperf
print(x, digits = max(3, getOption("digits") - 3), ...)
An object of class nestperf containing the following fields:
Vector of observed values from all folds.
Vector of predicted values from all folds.
A performance measure: the area under the curve (AUC) if
family="binomial", or the correlation coefficient if
family="gaussian".
An object of class nestfs or nestglm.
Number of significant figures to print.
Further arguments passed to or from other methods. These are currently ignored.
nested.fs() and nested.glm().