GUESS_CV {CalibratR}

GUESS_CV

Description

trains and evaluates the GUESS calibration model using folds-Cross-Validation (CV). The predicted values are partitioned into n subsets. A GUESS model is constructed on (n-1) subsets; the remaining set is used for testing the model. All test set predictions are merged and used to compute error metrics for the model.

Usage

GUESS_CV(actual, predicted, n_folds = 10, method_of_prediction = 2, seed,
  input)

Arguments

actual

vector of observed class labels (0/1)

predicted

vector of uncalibrated predictions

n_folds

number of folds for the cross-validation, Default: 10

method_of_prediction

PARAM_DESCRIPTION, Default: 2

seed

random seed to alternate the split of data set partitions

input

specify if the input was scaled or transformed, scaled=1, transformed=2

Value

list object containing the following components:

error

list object that summarizes discrimination and calibration errors obtained during the CV

type

"GUESS"

pred_idx

which prediction method was used during CV

probs_CV

vector of calibrated predictions that was used during the CV

actual_CV

respective vector of true values (0 or 1) that was used during the CV