a3.r2 {A3}

Cross-Validated R^2

Description

Applies cross validation to obtain the cross-validated R^2 for a model: the fraction of the squared error explained by the model compared to the null model (which is defined as the average response). A pseudo R^2 is implemented for classification.

Usage

a3.r2(y, x, simulate.fn, cv.folds)

Arguments

y

a vector or responses.

x

a matrix of features.

simulate.fn

a function object that creates a model and predicts y.

cv.folds

the cross-validation folds.

Value

A list comprising of the following elements:

R2

the cross-validated R^2

predicted

the predicted responses

observed

the observed responses