plotNoiseLevel

doflist

a vector of percentiles (expressed as fractions)

pctlist

a real number greater than 0 and less than 7

order

ndecimals

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

fitmetric

any argument that functions within this routine might use


Plots the Noise threshold for each degree of freedom


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.

plotNoiseLevel: Plot Noise threshold

Description

Usage

Arguments

Value

Examples