similar to: resampling syntax for caret package

Hi Samba list, I ran across this really bizarre issue and was hoping somebody would be able to shed some further light on the issue. If this is better directed to the samba technical list, please let me know and I will post there instead. Background ========= I'm using CommVault Galaxy 7.0 SP4 for backup and decided to share it's "IndexCache", which is a collection of files

Dear useRs: It's been some time since we last sent out an announcement, so this one will cover more than just the last update. The latest release of randomForestSRC is now available on CRAN at: https://CRAN.R-project.org/package=randomForestSRC The GitHub repository, through which we prefer to receive bug reports, is at: https://github.com/kogalur/randomForestSRC If you do find issues,

Dear useRs: It's been some time since we last sent out an announcement, so this one will cover more than just the last update. The latest release of randomForestSRC is now available on CRAN at: https://CRAN.R-project.org/package=randomForestSRC The GitHub repository, through which we prefer to receive bug reports, is at: https://github.com/kogalur/randomForestSRC If you do find issues,

Good day, I'm using a VAR model to forecast sales with some extra variables (google trends data). I have divided my dataset into a trainingset (weekly sales + vars in 2006 and 2007) and a holdout set (2008). It is unclear to me how I should predict the out-of-sample data, because using the predict() function in the vars package seems to estimate my google trends vars as well. However, I want

Dear Random Forests gurus, I have a question about R^2 provided by randomForest (for regression). I don't succeed in finding this information. In the help file for randomForest under "Value" it says: rsq: (regression only) - "pseudo R-squared'': 1 - mse / Var(y). Could someone please explain in somewhat more detail how exactly R^2 is calculated? Is "mse"

hello, I have a question about making n step ahead forecasts in cases where test and validation sets are availiable. For instance, I would like to make one step ahead forecasts on the WWWusage data so I hold out the last 10 observations as the validation set and fit an ARIMA model on the first 90 observations. I then use a for loop to sequentially add 9 of the holdout observations to make 1

Hello dear R Users, I am working on a dataset of 928 Enterprises, of which are observed 12 different characters. I need to randomly sample, without repetition, 70% of the entreprises, to create a testing set, and let the other 30% of the enterprises be a validating set (holdout validation, I think that is). How do I do that? Of course all the characters of each row must remain together. Also, I

Hi listers, I'm a 1.4 holdout who uses mostly Suse platforms. I bit the bullet and installed a Centos box to get Lumenvox up and running, but now see this "new" offering of Vestec that supports OpenSuse and Windows in addition to the Platforms supported by Lumenvox. Anybody out there working with Vestec that can give me a heads up on how it works or doesn't?

On 06 Jul 2020, at 15:48, The Doctor <doctor at doctor.nl2k.ab.ca> wrote: > Got a client that usually uses Outlook I think 2010. This person tends to move > their e-mails to certain folers. On Thunderbird, the move shows. > Not on Outlook. > > Any explanation? Since the move works fine in Thunderbrd (and I assume any other client will see the same), the problem is with

Hi. I'm embarking on my first attempt at creating my own panel function for lattice graphics, and despite all of my online research and pouring through the documentation, I cannot figure out how to solve my particular problem. Hopefully, a generous fellow R user can help. I have some data that is split into two groups: some "actual" data, and some simulated data,

Dear all, i just wonder if there´s a way to use a two column time index field in plm package. the manual says the following concerning data indexing: a character vector of length two containing the names of the individual and the time index, What would y´all do with a quarterly dataset that contains one column for the period and one for the year. Do I have to convert it to one single date

Got a client that usually uses Outlook I think 2010. This person tends to move their e-mails to certain folers. On Thunderbird, the move shows. Not on Outlook. Any explanation? -- Member - Liberal International This is doctor@@nl2k.ab.ca Ici doctor@@nl2k.ab.ca Yahweh, Queen & country!Never Satan President Republic!Beware AntiChrist rising! https://www.empire.kred/ROOTNK?t=94a1f39b A

I'm trying to classify some observations using lda and I'm getting a strange error. I loaded the MASS package and created a model like so: >train <- mod1[mod1$rand < 1.7,] >classify <- mod1[mod1$rand >= 1.7,] >lda_res <- lda(over_win ~ t1_scrd_a + t1_alwd_a, data=train, CV=TRUE) That works, and all is well until I try to do a prediction for the holdouts:

> From: Wensui Liu <liuwensui at gmail.com> > Just curious how xlispstat is used in the industry and what's it strengthen > compared with other computing languages such as R or matlab? Almost not at all, though there are a few holdouts. On a related note, I've been doing some interesting things with a branch of LispStat for CommonLisp. It'll be more interesting when

Hi! I am working on scorecard model and I have arrived at the regression equation. I have used logistic regression using R. My question is how do I validate this model? I do have hold out sample of 5000 customers. Please guide me. Problem is I had never used Logistic regression earlier neither I am used to credit scoring models. Thanks in advance Maithili

On Mon, Sep 04, 2023 at 06:59:15PM +0000, Tage Johansson wrote: > > > > + // can be both readable and writable, but we survive just fine > > > + // if we only see one direction even when both are available. > > > + poll.registry().register( > > > + &mut SourceFd(&fd), > > > + Token(0), > >

While running a long script which source()s other scripts I get the following warning: Warning message: In t(object$S[[1]]) : bytecode version mismatch; using eval I cannot replicate it if I run the sourced files line by line though... What is that error? And do I care about it? It doesn't seem to affect my output as far as I can tell. Thanks! Justin > sessionInfo() R version

Hi All, I am trying to learn Neural Networks. I found that R has packages which can help build Neural Nets - the popular one being AMORE package. Is there any book / resource available which guides us in this subject using the AMORE package? Any help will be much appreciated. Thanks, Indrajit

I want to use caret to build a model with an algorithm that actually has no parameters to find. How do I stop it from repeatedly building the same model 25 times? library(caret) data(mdrr) LOGISTIC_model <- train(mdrrDescr,mdrrClass ,method='glm' ,family=binomial(link="logit") ) LOGISTIC_model 528

Hi, I have a time series (say "x") of 13 years showing an evident increase. I want to exclude two observations (the fourth and 10th), so I do: > trend.test(x[-c(4,10)]) where: > x[-c(4,10)] [1] 7 37 79 72 197 385 636 705 700 1500 1900 and I get: Spearman's rank correlation rho data: x[-c(4, 10)] and time(x[-c(4, 10)]) S = 4, p-value < 2.2e-16