Fitted, Cross-Validated Predictive Models

FittedCV is a fitted, cross-validated predictive model object that is returned by CV$fit() and contains relevant model components, cross-validation metrics, validation set predicted values, etc.

Public fields

folds

A list of length $nfolds where each element contains the indices of the observations contained in that fold.

model

Predictive model fitted on the full data set.

mean_metrics

Numeric list; Cross-validation performance metrics averaged across folds.

metrics

Numeric list; Cross-validation performance metrics on each fold.

nfolds

An integer specifying the number of cross-validation folds.

predictions

A list containing the predicted hold-out values on every fold.

Methods

Public methods

• FittedCV$new()

• FittedCV$clone()

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Method new()

Create a new FittedCV object.

Usage

FittedCV$new(folds, model, metrics, nfolds, predictions)

Arguments

folds

A list of length $nfolds where each element contains the indices of the observations contained in that fold.

model

Predictive model fitted on the full data set.

metrics

Numeric list; Cross-validation performance metrics on each fold.

nfolds

An integer specifying the number of cross-validation folds.

predictions

A list containing the predicted hold-out values on every fold.

Returns

An object of class FittedCV.

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Method clone()

The objects of this class are cloneable with this method.

Usage

FittedCV$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.