ne the fitting function, which is passed to the <code>peperr</code> call as argument <code>fit.fun</code>, is not more than a wrapper around that. Explicitly, response and matrix of covariates have to be transformed to the required form, if necessary, the routine is called with the passed complexity value, if required, and the fitted prediction model is returned.</p></li>
<li><p>Prediction error is estimated using a fitted model and a data set, by any kind of comparison of the true and the predicted respons