R help - Jan 2005 - cross validation

How to select training data set and test data set from the original data for
performing cross-validation

		
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you could something like this (based on V&R's S Programming, pp. 175):

dat <- data.frame(matrix(rnorm(100*6), 100, 6))
#####
n <- nrow(dat)
V <- 10 # number of folds
samps <- sample(rep(1:V, length=n), n, replace=FALSE)
#####
# Using the first fold:
train <- dat[samps!=1,] # fit the model
test <- dat[samps==1,] # predict


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.ac.be/biostat
     http://www.student.kuleuven.ac.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "kolluru ramesh" <ramesh_k77 at yahoo.com>
To: "Rpackage help" <r-help at stat.math.ethz.ch>
Sent: Friday, January 21, 2005 11:19 AM
Subject: [R] cross validation

> How to select training data set and test data set from the original 
> data for performing cross-validation
>
>
> ---------------------------------
>
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
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>

One way is to create an indicator vector that indicate which `fold' a case
should belong to.  Something like:

fold <- 10
idx <- sample(fold, n, replace=TRUE)
for (I in 1:fold) {
   train.dat <- dat[idx != i,]
   test.dat <- dat[idx == i,]
   ...
}

Also see the errorest() function in the ipred package.  It is more careful
in making sure the folds are as close in size as possible, and can do
stratified splits.

Andy

> From: kolluru ramesh
> 
> How to select training data set and test data set from the 
> original data for performing cross-validation
> 
> 		
> ---------------------------------
> 
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html
> 
>