oos.comparison {lmap} | R Documentation |
This function compares the predictive performance of several models fitted on the same data
Description
The number of bootstraps should be the same for each model Ideally, the seed used in bootstrapping should also be the same
Usage
oos.comparison(objectlist, xlabel = "Model")
Arguments
objectlist |
An list with output objects from the bootstrap functions in lmap |
xlabel |
A character object, specifying the label on the horizontal axis. Default is "Model" |
Value
plot A boxplot with prediction errors for each model
pe A data frame with average prediction error for each bootstrap
fit A matrix with prediction error statistics for each model
Examples
## Not run:
data(dataExample_mru)
y = as.matrix(dataExample_mru[ , 1])
X = as.matrix(dataExample_mru[ , 2:6])
output2 = mrrr(y = y, X = X, S = 2)
b2 = bootstrap.mrrr(output2)
output3 = mrrr(y = y, X = X, S = 3)
b3 = bootstrap.mrrr(output3)
myobjects = list(b2, b3)
comparison = oos.comparison(myobjects)
comparison$plot
comparison$fit
## End(Not run)
[Package lmap version 0.2.4 Index]