oosse

Out-of-Sample R² with Standard Error Estimation

Last update: 7 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.0.2, 1.0.5, 1.0.8, 1.0.10, 1.0.11

Description

Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.

This page was built for software: oosse