How do I get the confidence interval of a cross-validation
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Hello,
To validate my classification results, I run a 10kfold crossvalidation. However I would like to get a confidence interval around the result. But I can't manage to get the information about the deviation between my 10 crossvalidations through crossval on a ClassificationDiscriminant object.
"objLDA = fitcdiscr(abs(DataMatrix),label);
CVLDA=crossval(objLDA);
CVLDA_coeff=kfoldLoss(CVLDA);"
How would you do ?
Thanks.
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