getSEsNested

Calculate standard error on MSE from nested CV results

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

getSEsNested function

<dl><dt>cvSplitReps</dt>
<dd>The list of outer and inner CV results</dd>
<dt>nOuterFolds</dt>
<dd>The number of outer folds</dd>
<dt>n</dt>
<dd>The sample size</dd></dl>

Arguments

Calculate standard error on MSE from nested CV results — getSEsNested

<dl>

<dt>cvSplitReps</dt>
<dd>The list of outer and inner CV results</dd>


<dt>nOuterFolds</dt>
<dd>The number of outer folds</dd>


<dt>n</dt>
<dd>The sample size</dd>

</dl>

getSEsNested: Calculate standard error on MSE from nested CV results

Description

Usage

Value

Arguments

Details

References

See Also