Benchmarking on B3 data
Evaluates the performance of a classification method on the B3 data.
benchB3(method, prior = rep(1/4, 4), sv = "4", scale = FALSE, ...)
method |
classification method to use |
prior |
prior probabilities of classes |
sv |
class of the start of a business cycle |
scale |
logical, whether to use |
... |
furhter arguments passed to |
The performance of classification methods on cyclic data can be measured by a special form of cross-validation: Leave-One-Cycle-Out. That means that a complete cycle is used as test data and the others are used as training data. This is repeated for all complete cycles in the data.
A list with elements
MODEL |
list with the model returned by |
error |
vector of test error rates in cycles |
l1co.error |
leave-one-cycle-out error rate |
Karsten Luebke, karsten.luebke@fom.de
perLDA <- benchB3("lda")
## Not run:
## due to parameter optimization rda takes a while
perRDA <- benchB3("rda")
library(rpart)
## rpart will not work with prior argument:
perRpart <- benchB3("rpart", prior = NULL)
## End(Not run)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.