boot632

The .632 bootstrap estimation of the MSE

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.

Stijn Hawinkel

oosse

Out-of-Sample R² with Standard Error Estimation

boot632 function

<dl><dt>y</dt>
<dd>The vector of outcome values</dd>
<dt>x</dt>
<dd>The matrix of predictors</dd>
<dt>id</dt>
<dd>the sample indices resampled with replacement</dd>
<dt>fitFun</dt>
<dd>The function for fitting the prediction model</dd>
<dt>predFun</dt>
<dd>The function for evaluating the prediction model</dd></dl>

Arguments

The .632 bootstrap estimation of the MSE — boot632

<dl>

<dt>y</dt>
<dd>The vector of outcome values</dd>


<dt>x</dt>
<dd>The matrix of predictors</dd>


<dt>id</dt>
<dd>the sample indices resampled with replacement</dd>


<dt>fitFun</dt>
<dd>The function for fitting the prediction model</dd>


<dt>predFun</dt>
<dd>The function for evaluating the prediction model</dd>

</dl>

boot632: The .632 bootstrap estimation of the MSE

Description

Usage

Value

Arguments

Details

References

See Also