pense (version 2.2.2)

.run_replicated_cv: Run replicated K-fold CV with random splits

Description

Run replicated K-fold CV with random splits

Usage

.run_replicated_cv(
  std_data,
  cv_k,
  cv_repl,
  cv_est_fun,
  metric,
  par_cluster = NULL,
  handler_args = list()
)

Arguments

std_data

standardized full data set (standardized by .standardize_data)

cv_k

number of folds per CV split

cv_repl

number of CV replications.

cv_est_fun

function taking the standardized training set and the indices of the left-out observations and returns a list of estimates. The function always needs to return the same number of estimates!

metric

function taking a vector of prediction errors and returning the scale of the prediction error.

par_cluster

parallel cluster to parallelize computations.

handler_args

additional arguments to the handler function.