R: Plot nested cross validation performance summaries

plot_perf_glmnetr {glmnetr}

R Documentation

Plot nested cross validation performance summaries

Description

This function plots summary information from a nested.glmnetr() output object, that is from a nested cross validation performance. Alternamvely one can output the numbers otherwise displayed to a list for extraction or customized plotting. Performance measures for plotting include "devrat" the deviance ratio, i.e. the fractional reduction in deviance relative to the null model deviance, "agree" a measure of agreement, "lincal" the slope from a linear calibration and "intcal" the intercept from a linear calibration. Performance measure estimates from the individual (outer) cross validation fold are depicted by thin lines of different colors and styles, while the composite value from all folds is depicted by a thicker black line, and the performance measures naively calculated on the all data using the model derived from all data is depicted by a thicker red line.

Usage

plot_perf_glmnetr(
  x,
  type = "devrat",
  pow = 2,
  ylim = 1,
  fold = 1,
  xgbsimple = 0,
  plot = 1
)

Arguments

`x`	A nested.glmnetr output object
`type`	determines what type of nested cross validation performance measures are plotted. Possible values are "devrat" to plot the deviance ratio, i.e. the fractional reduction in deviance relative to the null model deviance, "agree" to plot agreement in terms of concordance, correlation or R-square, "lincal" to plot the linear calibration slope coefficients, "intcal" to plot the linear calibration intercept coefficients, from the (nested) cross validation.
`pow`	Power to which agreement is to be raised when the "gaussian" model is fit, i.e. 2 for R-square, 1 for correlation. Does not apply to type = "lasso".
`ylim`	y axis limits for model perforamnce plots, i.e. does not apply to type = "lasso". The ridge model may calibrate very poorly obscuring plots for type of "lincal" or "intcal", so one may specify the ylim value. If ylim is set to 1, then the program will derive a reasonable range for ylim. If ylim is set to 0, then the entire range for all models will be displayed. Does not apply to type = "lasso".
`fold`	By default 1 to display using a spaghetti the performance as calculated from the individual folds, 0 to display using dots only the composite values calculated using all folds.
`xgbsimple`	1 (default) to include results for the untuned XGB model, 0 to not include.
`plot`	By default 1 to produce a plot, 0 to return the data used in the plot in the form of a list.

Value

This program returns a plot to the graphics window by default, and returns a list with data used in teh plots if the plot=1 is specified.

Author(s)