fitNoise

ndecimals

a character string naming a standard fit metric ("R2", "rmse", or "user")

fitmetric

dist

a character string "Increasing", "Decreasing", "Flat", "Uncertain" which describes the general slope of the fitmetric function.

trend

any argument that functions within this routine might use


Finds the threshold noise level for a certain fit metric


Goodness-of-fit metrics, such as R-Squared, RMSE, etc., share a sensitivity to noise, dependent on the degrees of freedom.  Some metrics, such as R-Squared, decrease with increasing dof and some, such as RMSE, increase with increasing dof.  This package calculates the noise baseline (ceiling) by random sampling, calculating the metric’s value for each sample and counting the number of samples below a desired level, 95% by default. If one’s measure is above (below) the calculation corresponding to the desired level, then the measurement is distinguishable from noise.  In addition, the ratio of the measurement to the calculated level provides a way to compare measurements of different degrees of freedom.

fitNoise: Find The Threshold Noise Level

Description

Usage

Arguments

Value

Examples