Compute correlated t-statistic and p-value for repeated k-fold cross-validated results
Source:R/repkfold_ttest.R
repkfold_ttest.RdCompute correlated t-statistic and p-value for repeated k-fold cross-validated results
Arguments
- data
data.frameof values for model A and model B over repeated k-fold cross-validation. Four named columns are expected:"model","values","k", and"k"- n1
integerdenoting train set size- n2
integerdenoting test set size- k
integerdenoting number of folds used in k-fold- r
integerdenoting number of repeats per fold
References
Nadeau, C., and Bengio, Y. Inference for the Generalization Error. Machine Learning 52, (2003).
Bouckaert, R. R., and Frank, E. Evaluating the Replicability of Significance Tests for Comparing Learning Algorithms. Advances in Knowledge Discovery and Data Mining. PAKDD 2004. Lecture Notes in Computer Science, 3056, (2004).