oosse - Out-of-Sample R² with Standard Error Estimation
Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.
Last updated 7 months ago
2 stars 1.10 score 16 dependenciespengls - Fit Penalised Generalised Least Squares models
Combine generalised least squares methodology from the nlme package for dealing with autocorrelation with penalised least squares methods from the glmnet package to deal with high dimensionality. This pengls packages glues them together through an iterative loop. The resulting method is applicable to high dimensional datasets that exhibit autocorrelation, such as spatial or temporal data.
Last updated 4 months ago
transcriptomicsregressiontimecoursespatial
0.36 score 19 dependencies