R help - Feb 2009 - Leave one out Cross validation (LOO)

Dear R user,
                       I am working with LOO. Can any one who is working
with leave one out cross validation (LOO) could send me the code?

Thanks in advance

Alex

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Alex Roy wrote:
> Dear R user,
>                        I am working with LOO. Can any one who is working
> with leave one out cross validation (LOO) could send me the code?
> 
> Thanks in advance
> 
> Alex
> 
I don't think that LOO adequately penalizes for model uncertainty.  I 
recommend the bootstrap or 50 repeats of 10-fold cross-validation.  See 
for example the validate and calibrate functions in the R Design package.

Frank
-- 
Frank E Harrell Jr   Professor and Chair           School of Medicine
                      Department of Biostatistics   Vanderbilt University

Hi Alex,
Give a look at:

http://search.r-project.org/cgi-bin/namazu.cgi?query=leave+one+out&max=20&result=normal&sort=score&idxname=Rhelp02a&idxname=functions&idxname=docs

Cheers

miltinho astronauta
brazil

On Tue, Feb 24, 2009 at 3:07 PM, Alex Roy <alexroy2008@gmail.com> wrote:
> Dear R user,
>                       I am working with LOO. Can any one who is working
> with leave one out cross validation (LOO) could send me the code?
>
> Thanks in advance
>
> Alex
>
>        [[alternative HTML version deleted]]
>
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