R: Cross-validation for K nearest-neighbor regression

CVknn {bcROCsurface} | R Documentation

## Cross-validation for K nearest-neighbor regression

### Description

This function calculates the estimated cross-validation prediction error for K nearest-neighbor regression and returns a suitable choice for K.

### Usage

    CVknn(X, Dvec, V, K.list = NULL, type = "eucli", plot = FALSE)

### Arguments

`X` | a numeric design matrix, which used in `rhoKNN` to estimate probabilities of the disease status.
`Dvec` | a n * 3 binary matrix with three columns, corresponding to the three classes of the disease status. In row i, 1 in column j indicates that the i-th subject belongs to class j, with j = 1, 2, 3. A row of `NA` values indicates a non-verified subject.
`V` | a binary vector containing the verification status (1 verified, 0 not verified).
`K.list` | a list of candidate values for K. If `NULL`(the default), the set {1, 2, ..., n.ver} is employed, where, n.ver is the number of verified subjects.
`type` | a type of distance, see `rhoKNN` for more details. Default `"eucli"`.
`plot` | if `TRUE`, a plot of cross-validation prediction error is produced.

### Details

Data are divided into two groups, the first contains the data corresponding to V = 1, whereas the second contains the data corresponding to V = 0. In the first group, the discrepancy between the true disease status and the KNN estimates of the probabilities of the disease status is computed by varying `K` from 1 to the number of verification subjects, see To Duc et al. (2016). The optimal value of `K` is the value that corresponds to the smallest value of the discrepancy.

### Value

A suitable choice for K is returned.

### References

To Duc, K., Chiogna, M., Adimari, G. (2016): Nonparametric Estimation of ROC Surfaces Under Verification Bias. https://arxiv.org/abs/1604.04656v1. Submitted.

### Examples

    data(EOC)
    XX <- cbind(EOC$CA125, EOC$CA153, EOC$Age)
    Dna <- preDATA(EOC$D, EOC$CA125)
    Dvec.na <- Dna$Dvec
    CVknn(XX, Dvec.na, EOC$V, type = "mahala", plot = TRUE)

[Package bcROCsurface version 1.0-2 Index]