Displaying 3 results from an estimated 3 matches for "cvrisk".
2010 Feb 02
0
Major update: mboost 2.0-0 released
...lable for ordinal, expectile and censored
regression
o computations potentially based on package Matrix
(reduces memory usage)
o various speed improvements
o added interface to extract selected base-learners (selected())
o added interface for parallel computations in cvrisk with
arbitrary packages (e.g. multicore, snow)
o added "which" argument in predict and coef functions and improved
usability of "which" in plot-function. Users can specify "which" as
numeric value or as a character string
o added function cv...
2010 Feb 02
0
Major update: mboost 2.0-0 released
...lable for ordinal, expectile and censored
regression
o computations potentially based on package Matrix
(reduces memory usage)
o various speed improvements
o added interface to extract selected base-learners (selected())
o added interface for parallel computations in cvrisk with
arbitrary packages (e.g. multicore, snow)
o added "which" argument in predict and coef functions and improved
usability of "which" in plot-function. Users can specify "which" as
numeric value or as a character string
o added function cv...
2010 Jul 28
2
Out-of-sample predictions with boosting model
Hi UseRs -
I am new to R, and could use some help making out-of-sample predictions
using a boosting model (the mboost command). The issue is complicated by the
fact that I have panel data (time by country), and am estimating the model
separately for each country. FYI, this is monthly data and I have 1986m1 -
2009m12 for 9 countries.
To give you a flavor of what I am doing, here is a simple