performanceEstimation1.1.0 package

An Infra-Structure for Performance Estimation of Predictive Models

bootEstimates

Performance estimation using (e0 or .632) bootstrap

Bootstrap-class

Class "Bootstrap"

CDdiagram.BD

CD diagrams for the post-hoc Boferroni-Dunn test

CDdiagram.Nemenyi

CD diagrams for the post-hoc Nemenyi test

classificationMetrics

Calculate some standard classification evaluation metrics of predictiv...

ComparisonResults-class

Class "ComparisonResults"

CV-class

Class "CV"

cvEstimates

Performance estimation using cross validation

EstCommon-class

Class "EstCommon"

EstimationMethod-class

Class "EstimationMethod"

EstimationResults-class

Class "EstimationResults"

estimationSummary

Obtain a set of descriptive statistics of the scores of a workflow on ...

EstimationTask-class

Class "EstimationTask"

getIterationsInfo

Obtaining the information returned by a workflow when applied to a tas...

getIterationsPreds

Obtaining the predictions returned by a workflow when applied to a tas...

getScores

Obtaining the metric scores on the different iterations for a workflow...

getWorkflow

Obtain the workflow object corresponding to an ID

hldEstimates

Performance estimation using holdout and random resampling

Holdout-class

Class "Holdout"

is.classification

Check if a certain predictive task is a classification problem

is.regression

Check if a certain predictive task is a regression problem

knnImp

Fill in NA values with the values of the nearest neighbours

LOOCV-class

Class "LOOCV"

loocvEstimates

Performance estimation using Leave One Out Cross Validation

mcEstimates

Performance estimation for time series prediction tasks using Monte Ca...

mergeEstimationRes

Merging several ComparisonResults class objects

metricNames

The evaluation metrics estimated in an experiment

metricsSummary

Obtains a summary of the individual metric scores obtained by each wor...

MonteCarlo-class

Class "MonteCarlo"

pairedComparisons

Statistical hypothesis testing on the observed paired differences in e...

performanceEstimation

Estimate the predictive performance of modeling alternatives on differ...

PredTask-class

Class "PredTask"

rankWorkflows

Provide a ranking of workflows involved in an estimation process.

regressionMetrics

Calculate some standard regression evaluation metrics of predictive pe...

responseValues

Obtain the target variable values of a prediction task

results2table

Obtains a dplyr data frame table object containing all the results of ...

runWorkflow

Run a workflow on a predictive task

signifDiffs

Obtains a list with the set of paired differences that are statistical...

smote

SMOTE algorithm for unbalanced classification problems

standardPOST

A function for applying post-processing steps to the predictions of a ...

standardPRE

A function for applying data pre-processing steps

standardWF

A function implementing a standard workflow for prediction tasks

subset-methods

Methods for Function subset in Package performanceEstimation

taskNames

The prediction tasks involved in an estimation experiment

timeseriesWF

A function implementing sliding and growing window standard workflows ...

topPerformer

Obtain the workflow that best performed in terms of a metric on a task

topPerformers

Obtain the best scores from a performance estimation experiment

Workflow-class

Class "Workflow"

workflowNames

The IDs of the workflows involved in an estimation experiment

workflowVariants

Generate (parameter) variants of a workflow

An infra-structure for estimating the predictive performance of predictive models. In this context, it can also be used to compare and/or select among different alternative ways of solving one or more predictive tasks. The main goal of the package is to provide a generic infra-structure to estimate the values of different metrics of predictive performance using different estimation procedures. These estimation tasks can be applied to any solutions (workflows) to the predictive tasks. The package provides easy to use standard workflows that allow the usage of any available R modeling algorithm together with some pre-defined data pre-processing steps and also prediction post- processing methods. It also provides means for addressing issues related with the statistical significance of the observed differences.

  • Maintainer: Luis Torgo
  • License: GPL (>= 2)
  • Last published: 2016-10-13