Here's a quick demo of how to fit a binary classification model with caretEnsemble. Please note that I haven't spent as much time debugging caretEnsemble for classification models, so there's probably more bugs than my last post. ...
Blog Archives
New package for ensembling R models
I've written a new R package called caretEnsemble for creating ensembles of caret models in R. It currently works well for regression models, and I've written some preliminary support for binary classification models. At th...
Time series cross-validation 5
The caret package for R now supports time series cross-validation! (Look for version 5.15-052 in the news file). You can use the createTimeSlices function to do time-series cross-validation with a fixed window, as well as a growin...
Error metrics for multi-class problems in R: beyond Accuracy and Kappa
The caret package for R provides a variety of error metrics for regression models and 2-class classification models, but only calculates Accuracy and Kappa for multi-class models. Therefore, I wrote the following function to allow caret:::train t...
Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).
