klaR (version 1.7-3)

benchB3: Benchmarking on B3 data

Description

Evaluates the performance of a classification method on the B3 data.

Usage

benchB3(method, prior = rep(1/4, 4), sv = "4", scale = FALSE, ...)

Value

A list with elements

MODEL

list with the model returned by method of the training data

error

vector of test error rates in cycles

l1co.error

leave-one-cycle-out error rate

Arguments

method

classification method to use

prior

prior probabilities of classes

sv

class of the start of a business cycle

scale

logical, whether to use scale first

...

furhter arguments passed to method

Author

Karsten Luebke,

Details

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.

See Also

B3

Examples

perLDA <- benchB3("lda")
if (FALSE) {
## 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)
}