The np Package - NexTag Supports Open Source Initiatives

npindex 113MAEMAPECORRSIGNif method="ichimura", mean absolute errorif method="ichimura", mean absolute percentage errorif method="ichimura", absolute value of Pearson’s correlation coefficientif method="ichimura", fraction of observations where fitted and observedvalues agree in signconfusion.matrixif method="kleinspady", the confusion matrix or NA if outcomes are notavailableCCR.overall if method="kleinspady", the overall correct classification ratio, or NA ifoutcomes are not availableCCR.byoutcomeif method="kleinspady", a numeric vector containing the correct classificationratio by outcome, or NA if outcomes are not availablefit.mcfadden if method="kleinspady", the McFadden-Puig-Kerschner performance measureor NA if outcomes are not availableUsage IssuesIf you are using data of mixed types, then it is advisable to use the data.frame function toconstruct your input data and not cbind, since cbind will typically not work as intended onmixed data types and will coerce the data to the same type.Author(s)Tristen Hayfield 〈hayfield@phys.ethz.ch〉, Jeffrey S. Racine 〈racinej@mcmaster.ca〉ReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Ichimura, H., (1993), “Semiparametric least squares (SLS) and weighted SLS estimation of singleindexmodels,” Journal of Econometrics, 58, 71-120.Klein, R. W. and R. H. Spady (1993), “An efficient semiparametric estimator for binary responsemodels,” Econometrica, 61, 387-421.Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.McFadden, D. and C. Puig and D. Kerschner (1977), “Determinants of the long-run demand forelectricity,” Proceedings of the American Statistical Association (Business and Economics Section),109-117.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.