oosse: Out-of-Sample R² with Standard Error Estimation

Package: oosse 1.0.12

Stijn Hawinkel

oosse: Out-of-Sample R² with Standard Error Estimation

Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.

Authors:Stijn Hawinkel [cre, aut]

oosse_1.0.12.tar.gz
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oosse_1.0.12.tgz(r-4.6-any)oosse_1.0.12.tgz(r-4.5-any)
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oosse_1.0.12.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
oosse/json (API)

# Install 'oosse' in R:

install.packages('oosse', repos = c('https://sthawinke.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sthawinke/oosse/issues

Datasets:

Brassica - Gene expression and phenotypes of Brassica napus (rapeseed) plants

On CRAN:

4.30 score 4 stars 7 scripts 220 downloads 3 exports 16 dependencies

Last updated from:14a5ff2c13. Checks:7 NOTE, 2 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	NOTE	169
source / vignettes	OK	393
linux-release-x86_64	NOTE	170
macos-release-arm64	NOTE	169
macos-oldrel-arm64	NOTE	145
windows-devel	NOTE	145
windows-release	NOTE	164
windows-oldrel	NOTE	148
wasm-release	OK	137

Exports:buildConfInt R2oosse RsquaredSE

Dependencies:BH BiocParallel codetools cpp11 doParallel foreach formatR futile.logger futile.options iterators lambda.r lattice Matrix rbibutils Rdpack snow

Vignette of the oosse package

Rendered fromoosseVignette.Rmdusingknitr::rmarkdown

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

Help page

Topics

The .632 bootstrap estimation of the MSE

boot632

Repeated .632 bootstrapa

boot632multiple

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

bootOob

Gene expression and phenotypes of Brassica napus (rapeseed) plants

Brassica

Calculate a confidence interval for R², MSE and MST

buildConfInt