bootOob {oosse}

The oob bootstrap (smooths leave-one-out CV)

Description

The oob bootstrap (smooths leave-one-out CV)

Usage

bootOob(y, x, id, fitFun, predFun)

Arguments

y

The vector of outcome values

x

The matrix of predictors

id

sample indices sampled with replacement

fitFun

The function for fitting the prediction model

predFun

The function for evaluating the prediction model

Details

The implementation follows (Efron and Tibshirani 1997)

Value

matrix of errors and inclusion times

References

Efron B, Tibshirani R (1997). “Improvements on cross-validation: The 632+ bootstrap method.” J. Am. Stat. Assoc., 92(438), 548 - 560.

See Also

estMSE boot632