Zumbrunnen, Niki; Dümbgen, Lutz (2017). pvclass: An R Package for p Values for Classification. Journal of statistical software, 78(4), pp. 1-19. UCLA Statistics 10.18637/jss.v078.i04
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Let (X,Y) be a random variable consisting of an observed feature vector X and an unobserved class label Y ∈ {12,...,L} with unknown joint distribution. In addition,
let D be a training data set consisting of n completely observed independent copies of
(X,Y). Instead of providing point predictors (classifiers) for Y, we compute for each b ∈ {12,...,L} ap value πb (X,D) for the null hypothesis that Y=b, treating Y temporarily as a fixed parameter, i.e., we construct a prediction region for Y with a certain confidence. The advantages of this approach over more traditional ones are reviewed briefly. In principle, any reasonable classifier can be modified to yield nonparametric pvalues. We describe the R package pvclass which computes nonparametric p values for the potential class memberships of new observations as well as cross-validated pvalues for the training data. Additionally, it provides graphical displays and quantitative analyses of the p values.
Item Type: |
Journal Article (Original Article) |
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Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Zumbrunnen, Niki, Dümbgen, Lutz |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1548-7660 |
Publisher: |
UCLA Statistics |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
25 Jul 2017 09:45 |
Last Modified: |
05 Dec 2022 15:06 |
Publisher DOI: |
10.18637/jss.v078.i04 |
BORIS DOI: |
10.7892/boris.101172 |
URI: |
https://boris.unibe.ch/id/eprint/101172 |