xv.glm

Cross-validation software for generalized linear models (R package).

The main and only function estimates k-fold cross-validation prediction error for GLMs. It builds upon boot::cv.glm, providing the following new features: models of class other than "glm" can be evaluated, various cost functions can be efficiently used to estimate the cross-validation prediction error on the same k-fold groups, all k-fold scores are reported (and not just the weighted mean), and k-fold groups can be sampled pro rata with the relative frequencies of response levels.

License

Do What The Fuck You Want To Public License (version 2).

Citation

When using xv.glm for a publication, please cite my doctoral dissertation.

@phdthesis{
    author = {Boruta, Luc},
    title = {Indicators of Allophony and Phonemehood},
    school = {Universit{\'e} Paris Diderot},
    year = {2012},
}