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.
