Compute RMSEP, MAE, and Q2 for a Test Set

This function makes predictions on new data and computes the performance evaluation metrics RMSEP, MAE, and Q2.

Usage

OHPL.RMSEP(object, newx, newy)

Arguments

object

An An object of class OHPL fitted by OHPL.

newx

Predictor matrix of the new data.

newy

Response matrix of the new data (matrix with one column).

Value

A list of the performance metrics.

Examples

# generate simulation data
dat <- OHPL.sim(
  n = 100, p = 100, rho = 0.8,
  coef = rep(1, 10), snr = 3, p.train = 0.5,
  seed = 1010
)

# split training and test set
x <- dat$x.tr
y <- dat$y.tr
x.test <- dat$x.te
y.test <- dat$y.te

# fit the OHPL model
fit <- OHPL(x, y, maxcomp = 3, gamma = 0.5, G = 10, type = "max")

# compute evaluation metric RMSEP, Q2 and MAE for the test set
perf <- OHPL.RMSEP(fit, x.test, y.test)
perf$RMSEP
#> [1] 4.87666
perf$Q2
#> [1] 0.6026672
perf$MAE
#> [1] 3.930114