Adjusted Prediction Model Performance Estimation

Calculating predictive model performance measures adjusted for predictor distributions using density ratio method (Sugiyama et al., (2012, ISBN:9781139035613)). L1 and L2 error for continuous outcome and C-statistics for binomial outcome are computed.


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Reference manual

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install.packages("APPEstimation")

0.1.1 by Eisuke Inoue, 3 years ago


Browse source code at https://github.com/cran/APPEstimation


Authors: Eisuke Inoue , Hajime Uno


Documentation:   PDF Manual  


GPL-2 license


Depends on densratio


See at CRAN