Compute correlated t-statistic and p-value for resampled data
Source:R/resampled_ttest.R
resampled_ttest.RdCompute correlated t-statistic and p-value for resampled data
Arguments
- x
numericvector of values for model A- y
numericvector of values for model B- n
integerdenoting number of repeat samples. Defaults tolength(x)- n1
integerdenoting train set size- n2
integerdenoting test set size
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).