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2010 May 01
0
bootstrap generalization error
Hello,
I use the following function "bootstrapge" to calculate (and compare) the generalization error of several bootstrap implementations:
##
## Calculates and returns a coefficient corresponding to the generalization
## error. The formula for the bootstrap generalization error is:
## $N^{-1}\sum_{i=1}^n B^{-1}\sum_{j=1}^B |y_i - (\beta_...