<jmoreira <at> fe.up.pt> writes: : Does anyone has implemented a function for evaluating models using windowing : strategies, such as growing window or sliding window ones? : The aim is to evaluate regression models on a time series data. I do not use : cross-validation once data sorted in a radom way does not make sense when : evaluating time series. :
This has been discussed a number of times before. See, for example, the entire thread that starts with: http://tolstoy.newcastle.edu.au/R/help/04/04/1253.html and from r-sig-finance see: https://stat.ethz.ch/pipermail/r-sig-finance/2004q3/000104.html which mentions a number of existing functions. ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
