estCorMSEMST {oosse}

Estimate correlation between MSE and MST estimators

Description

Estimate correlation between MSE and MST estimators

Usage

estCorMSEMST(
  y,
  x,
  fitFun,
  predFun,
  methodMSE,
  methodCor,
  nBootstrapsCor,
  nFolds,
  nBootstraps
)

Arguments

y

The vector of outcome values

x

The matrix of predictors

fitFun

The function for fitting the prediction model

predFun

The function for evaluating the prediction model

methodMSE

The method to estimate the MSE, either "CV" for cross-validation or "bootstrap" for .632 bootstrap

methodCor

The method to estimate the correlation between MSE and MST estimators, either "nonparametric" or "jackknife"

nBootstrapsCor

The number of bootstraps to estimate the correlation

nFolds

The number of outer folds for cross-validation

nBootstraps

The number of .632 bootstraps

Value

the estimated correlation