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insampleoutsample
2004 Apr 13
0
In-sample / Out-of-sample using R
...estimation, in sample : ", insample.s, "\n")
cat(" 25 points used in estimation, out of sample : ", outsample.s, "\n")
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Here's what I get when I run it:
$ R --slave < insampleoutsample.R
Subset of insample points --
[1] 4 6 7 13 20 21 24 25 26 27 29 33 34 36 39 45 47 48 59 60 88 89 91 96 98
Sigmas of prediction errors --
All points used in estimation, in sample : 0.9405517
25 points used in estimation, in sample : 1.000709
25 points used in estimation, ou...