av_out {CARRoT} | R Documentation |
Function which averages out the predictive power over all cross-validations
av_out(preds,crv,k)
preds |
An M x |
crv |
number of cross-validations |
k |
size of the test set for which the predictions are made |
Returns an M x N matrix of average predictive powers where M is maximum feasible number of variables included in a regression, N is the maximum feasible number of regressions of the fixed size; the row index indicates the number of variables included in a regression
#creating a matrix of predictive powers
preds<-cbind(matrix(runif(40,1,4),ncol=10),matrix(runif(40,1.5,4),ncol=10))
preds<-cbind(preds,matrix(runif(40,1,3.5),ncol=10))
#running the function
av_out(preds,3,5)