spime wrote: > > Hi users, > > I need to calculate .632 (and .632+) bootstrap and the cross-validation of > area under curve (AUC) to compare my models. Is there any package for the > same. I know about 'ipred' and using it i can calculate misclassification > errors. > > Please help. It's urgent.
See the validate* functions in the Design package. Note that some simulations (see http://biostat.mc.vanderbilt.edu/rms) indicate that the advantages of .632 and .632+ over the ordinary bootstrap are highly dependent on the choice of the accuracy measure being validated. The bootstrap variants seem to have advantages mainly if an improper, inefficient, discontinuous scoring rule such as the percent classified correct is used. -- Frank E Harrell Jr Professor and Chair School of Medicine Department of Biostatistics Vanderbilt University ______________________________________________ [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 and provide commented, minimal, self-contained, reproducible code.
