>>>>> Jin Li >>>>> on Mon, 23 Oct 2023 15:42:14 +1100 writes:
> If you are interested in other validation methods (e.g., LOO or n-fold) > with more predictive accuracy measures, the function, glmnetcv, in the spm2 > package can be directly used, and some reproducible examples are > also available in ?glmnetcv. ... and once you open that can of w..: the glmnet package itself contains a function cv.glmnet() which we (our students) use when teaching. What's the advantage of the spm2 package ? At least, the glmnet package is authored by the same who originated and first published (as in "peer reviewed" ..) these algorithms. > On Mon, Oct 23, 2023 at 10:59 AM Duncan Murdoch <murdoch.dun...@gmail.com> > wrote: >> On 22/10/2023 7:01 p.m., Bert Gunter wrote: >> > No error message shown Please include the error message so that it is >> > not necessary to rerun your code. This might enable someone to see the >> > problem without running the code (e.g. downloading packages, etc.) >> >> And it's not necessarily true that someone else would see the same error >> message. >> >> Duncan Murdoch >> >> > >> > -- Bert >> > >> > On Sun, Oct 22, 2023 at 1:36 PM varin sacha via R-help >> > <r-help@r-project.org> wrote: >> >> >> >> Dear R-experts, >> >> >> >> Here below my R code with an error message. Can somebody help me to fix >> this error? >> >> Really appreciate your help. >> >> >> >> Best, >> >> >> >> ############################################################ >> >> # MSE CROSSVALIDATION Lasso regression >> >> >> >> library(glmnet) >> >> >> >> >> >> >> x1=c(34,35,12,13,15,37,65,45,47,67,87,45,46,39,87,98,67,51,10,30,65,34,57,68,98,86,45,65,34,78,98,123,202,231,154,21,34,26,56,78,99,83,46,58,91) >> >> >> x2=c(1,3,2,4,5,6,7,3,8,9,10,11,12,1,3,4,2,3,4,5,4,6,8,7,9,4,3,6,7,9,8,4,7,6,1,3,2,5,6,8,7,1,1,2,9) >> >> >> y=c(2,6,5,4,6,7,8,10,11,2,3,1,3,5,4,6,5,3.4,5.6,-2.4,-5.4,5,3,6,5,-3,-5,3,2,-1,-8,5,8,6,9,4,5,-3,-7,-9,-9,8,7,1,2) >> >> T=data.frame(y,x1,x2) >> >> >> >> z=matrix(c(x1,x2), ncol=2) >> >> cv_model=glmnet(z,y,alpha=1) >> >> best_lambda=cv_model$lambda.min >> >> best_lambda >> >> >> >> >> >> # Create a list to store the results >> >> lst<-list() >> >> >> >> # This statement does the repetitions (looping) >> >> for(i in 1 :1000) { >> >> >> >> n=45 >> >> >> >> p=0.667 >> >> >> >> sam=sample(1 :n,floor(p*n),replace=FALSE) >> >> >> >> Training =T [sam,] >> >> Testing = T [-sam,] >> >> >> >> test1=matrix(c(Testing$x1,Testing$x2),ncol=2) >> >> >> >> predictLasso=predict(cv_model, newx=test1) >> >> >> >> >> >> ypred=predict(predictLasso,newdata=test1) >> >> y=T[-sam,]$y >> >> >> >> MSE = mean((y-ypred)^2) >> >> MSE >> >> lst[i]<-MSE >> >> } >> >> mean(unlist(lst)) >> >> ################################################################## >> >> >> >> >> >> >> >> >> >> ______________________________________________ >> >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> >> https://stat.ethz.ch/mailman/listinfo/r-help >> >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> >> and provide commented, minimal, self-contained, reproducible code. >> > >> > ______________________________________________ >> > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> > https://stat.ethz.ch/mailman/listinfo/r-help >> > PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> > and provide commented, minimal, self-contained, reproducible code. >> >> ______________________________________________ >> R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > -- > Jin > ------------------------------------------ > Jin Li, PhD > Founder, Data2action, Australia > https://www.researchgate.net/profile/Jin_Li32 > https://scholar.google.com/citations?user=Jeot53EAAAAJ&hl=en > [[alternative HTML version deleted]] > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.