commit message

Project.toml

@@ -1,7 +1,7 @@
 name = "MinPakke"
 uuid = "be803360-cecc-4859-8120-03d0223bb960"
 authors = ["Joakim"]
-version = "1.0.1-DEV"
+version = "1.0.2-DEV"
 
 [deps]
 LaTeXStrings = "b964fa9f-0449-5b57-a5c2-d3ea65f4040f"

src/MinPakke.jl

@@ -28,6 +28,7 @@ export createDataSplitBinaryStratified
 export importData
 export calculateRMSE
 export predRegression
+export modelSelectionStatistics
 
 export PCR
 export bidiag2

src/convenience.jl

@@ -16,8 +16,26 @@ XVal             = my_split["XVal"];
 using Random
 
 
+"""
+    function modelSelectionStatistics(results)
 
+Takes as input the rmse output from calculateRMSE and returns
+the number of components minimising the validation error
+together with the test set results.
+"""
+function modelSelectionStatistics(results)
 
+n_iter = size(results, 3);
+results_sel = zeros(n_iter);
+n_comps = convert(Vector{Int64}, zeros(n_iter));
+
+for i=1:n_iter
+    _, n_comps[i]  = findmin(results[2,:,i]);
+    results_sel[i] = results[3, n_comps[i], i];
+end
+
+return results_sel, n_comps
+end