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2013-04-12
# leave-one-out and 6-fold cross-validation prediction error for # the mammals data set.data(mammals, package="MASS")mammals.glm <- glm(log(brain) ~ log(body), data = mammals)(cv.err <- cv.glm(mammals, mammals.glm)$delta)(cv.err.6 <- cv.glm(mammals, mammals.glm, K = 6)$delta)# As this is a linear model we could calculate the leave-one-out # cross-validation estimate without any extra model-fitting.muhat <- fitted(mammals.glm)mammals.diag <- glm.diag(mammals.glm)(cv.err <- mean((mammals.glm$y - muhat)^2/(1 - mammals.diag$h)^2))
最近写文章时需要用到这个方法,但看的是云里雾里,请高手指教,这里(cv.err <- cv.glm(mammals, mammals.glm)$delta),还有最后一行是什么意思,谢谢



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2013-4-12 10:23:35
# leave-one-out and 6-fold cross-validation prediction error for
# the mammals data set.
data(mammals, package="MASS")
mammals.glm <- glm(log(brain) ~ log(body), data = mammals)
(cv.err <- cv.glm(mammals, mammals.glm)$delta)
(cv.err.6 <- cv.glm(mammals, mammals.glm, K = 6)$delta)

# As this is a linear model we could calculate the leave-one-out
# cross-validation estimate without any extra model-fitting.
muhat <- fitted(mammals.glm)
mammals.diag <- glm.diag(mammals.glm)
(cv.err <- mean((mammals.glm$y - muhat)^2/(1 - mammals.diag$h)^2))这里的cv.err是用LOOCV法所得的预测误差吗?如果是,为什么只有1个值?
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