Cross-validation
Cross-validation
cv(modelList, data, K = 5, rep = 1, perf, seed = NULL, shared = NULL, ...)
modelList |
List of fitting functions or models |
data |
data.frame |
K |
Number of folds (default 5, 0 splits in 1:n/2, n/2:n with last part used for testing) |
rep |
Number of repetitions (default 1) |
perf |
Performance measure (default RMSE) |
seed |
Optional random seed |
shared |
function applied to each fold with results send to each model |
... |
Additional arguments parsed to models in modelList and perf |
Generic cross-validation function
Klaus K. Holst
f0 <- function(data,...) lm(...,data) f1 <- function(data,...) lm(Sepal.Length~Species,data) f2 <- function(data,...) lm(Sepal.Length~Species+Petal.Length,data) x <- cv(list(m0=f0,m1=f1,m2=f2),rep=10, data=iris, formula=Sepal.Length~.) x2 <- cv(list(f0(iris),f1(iris),f2(iris)),rep=10, data=iris)
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