This function cross-validates regression models in a user-supplied new sample or by using holdout (train-test), k-fold, or leave-one-out cross-validation.

## Usage

```
performance_cv(
model,
data = NULL,
method = c("holdout", "k_fold", "loo"),
metrics = "all",
prop = 0.3,
k = 5,
stack = TRUE,
verbose = TRUE,
...
)
```

## Arguments

- model
A regression model.

- data
Optional. A data frame containing the same variables as

`model`

that will be used as the cross-validation sample.- method
Character string, indicating the cross-validation method to use: whether holdout (

`"holdout"`

, aka train-test), k-fold (`"k_fold"`

), or leave-one-out (`"loo"`

). If`data`

is supplied, this argument is ignored.- metrics
Can be

`"all"`

,`"common"`

or a character vector of metrics to be computed (some of`c("ELPD", "Deviance", "MSE", "RMSE", "R2")`

). "common" will compute R2 and RMSE.- prop
If

`method = "holdout"`

, what proportion of the sample to hold out as the test sample?- k
If

`method = "k_fold"`

, the number of folds to use.- stack
Logical. If

`method = "k_fold"`

, should performance be computed by stacking residuals from each holdout fold and calculating each metric on the stacked data (`TRUE`

, default) or should performance be computed by calculating metrics within each holdout fold and averaging performance across each fold (`FALSE`

)?- verbose
Toggle warnings.

- ...
Not used.

## Value

A data frame with columns for each metric requested, as well as `k`

if `method = "holdout"`

and the `Method`

used for cross-validation. If
`method = "holdout"`

and `stack = TRUE`

, the standard error (standard
deviation across holdout folds) for each metric is also included.

## Examples

```
model <- lm(mpg ~ wt + cyl, data = mtcars)
performance_cv(model)
#> # Cross-validation performance (30% holdout method)
#>
#> MSE | RMSE | R2
#> -----------------
#> 6.9 | 2.6 | 0.83
```