Posts Tagged ‘ cross-validation ’

Time series cross-validation 4: forecasting the S&P 500

June 11, 2012
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Time series cross-validation 4: forecasting the S&P 500

I finally got around to publishing my time series cross-validation package to github, and I plan to push it out to CRAN  shortly.You can clone the repo using github for mac, for windows, or linux, and then run the following script to...

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Classification Trees

September 18, 2010
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Classification Trees

Decision trees are applied to situation where data is divided into groups rather than investigating a numerical response and its relationship to a set of descriptor variables. There are various implementations of classification trees in R and the some commonly used functions are rpart and tree. Fast Tube by Casper To illustrate the use of the tree

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