Out-of-Sample R² with Standard Error Estimation

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Documentation for package ‘oosse’ version 1.0.11

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

boot632	The .632 bootstrap estimation of the MSE
boot632multiple	Repeated .632 bootstrapa
bootOob	The oob bootstrap (smooths leave-one-out CV)
Brassica	Gene expression and phenotypes of Brassica napus (rapeseed) plants
buildConfInt	Calculate a confidence interval for R², MSE and MST
checkFitFun	Check whether supplied prediction function meets the requirements
estCorMSEMST	Estimate correlation between MSE and MST estimators
estMSE	Estimate MSE and its standard error
formatSeconds	Format seconds into human readable format
getSEsNested	Calculate standard error on MSE from nested CV results
isPD	Helper function to check if matrix is positive definite
processOob	Process the out-of-bag bootstraps to get to standard errors following Efron 1997
R2oosse	Estimate out-of-sample R² and its standard error
RsquaredSE	Calculate out-of-sample R² and its standard error based on MSE estimates
simpleCV	Perform simple CV, and return the MSE estimate