train_preds function

Outer training fold predictions

Obtain predictions on outer training folds which can be used for performance metrics and ROC curves.

train_preds(x)

Arguments

• x: a nestcv.glmnet, nestcv.train or outercv fitted object

Returns

Dataframe with columns ytrain and predy containing observed and predicted values from training folds. For binomial and multinomial models additional columns are added with class probabilities or log likelihood values.

Details

Note: the argument outer_train_predict must be set to TRUE in the original call to either nestcv.glmnet, nestcv.train or outercv.