RPEnsemble (version 0.5)

RPalpha: Choose alpha

Description

Chooses the best empirical value of the cutoff alpha, based on the leave-one-out, resubstitution or sample-split estimates of the class labels.

Usage

RPalpha(RP.out, Y, p1)

Arguments

RP.out

The result of a call to RPParallel

Y

Vector of length n or n.val containing the training or validation dataset classes

p1

(Empirical) prior probability

Value

alpha

The value of alpha that minimises the empirical error

Details

See precise details in Cannings and Samworth (2015, Section 5.1).

References

Cannings, T. I. and Samworth, R. J. (2017) Random-projection ensemble classification, J. Roy. Statist. Soc., Ser. B. (with discussion), 79, 959--1035

See Also

RPParallel

Examples

# NOT RUN {
Train <- RPModel(1, 50, 100, 0.5)
Test <- RPModel(1, 100, 100, 0.5)
Out <- RPParallel(XTrain = Train$x, YTrain = Train$y, XTest = Test$x, d = 2, B1 = 10, 
B2 = 10, base = "LDA", projmethod = "Haar", estmethod = "training", cores = 1)
alpha <- RPalpha(RP.out = Out, Y = Train$y, p1 = sum(Train$y == 1)/length(Train$y))
alpha

# }