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.


Reference manual

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0.1.1 by Eisuke Inoue, 4 years ago

Browse source code at

Authors: Eisuke Inoue , Hajime Uno

Documentation:   PDF Manual  

GPL-2 license

Depends on densratio

See at CRAN