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oosse (version 1.0.11)

Out-of-Sample R² with Standard Error Estimation

Description

Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.

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Version

Install

install.packages('oosse')

Monthly Downloads

169

Version

1.0.11

License

GPL-2

Maintainer

Stijn Hawinkel

Last Published

February 7th, 2024

Functions in oosse (1.0.11)

estCorMSEMST

Estimate correlation between MSE and MST estimators
Brassica

Gene expression and phenotypes of Brassica napus (rapeseed) plants
boot632multiple

Repeated .632 bootstrapa
buildConfInt

Calculate a confidence interval for R², MSE and MST
RsquaredSE

Calculate out-of-sample R² and its standard error based on MSE estimates
R2oosse

Estimate out-of-sample R² and its standard error
checkFitFun

Check whether supplied prediction function meets the requirements
formatSeconds

Format seconds into human readable format
estMSE

Estimate MSE and its standard error
bootOob

The oob bootstrap (smooths leave-one-out CV)
boot632

The .632 bootstrap estimation of the MSE
getSEsNested

Calculate standard error on MSE from nested CV results
simpleCV

Perform simple CV, and return the MSE estimate
isPD

Helper function to check if matrix is positive definite
processOob

Process the out-of-bag bootstraps to get to standard errors following Efron 1997