nested.performance {nestfs}

Compute cross-validated performance

Description

Compute an unbiased estimate of the performance of a given model or forward selected panel using the results obtained on the cross-validation folds.

Usage

nested.performance(x)

## S3 method for class 'nestperf'
print(x, digits = max(3, getOption("digits") - 3), ...)

Arguments

x

An object of class nestfs or nestglm.

digits

Number of significant figures to print.

...

Further arguments passed to or from other methods. These are currently ignored.

Value

An object of class nestperf containing the following fields:

observed

Vector of observed values from all folds.

predicted

Vector of predicted values from all folds.

performance

A performance measure: the area under the curve (AUC) if family="binomial", or the correlation coefficient if family="gaussian".

See Also

nested.fs() and nested.glm().