Publisher review:Bootstrap prediction error rate - Included m-files offer two closely related applications of companion File Exchange submission BSTRAP Included m-files offer two closely related applications of companion File Exchange submission BSTRAP, implementing 'simple bootstrap' and '0.632 bootstrap' prediction-error estimators, as described in Section 17.6 of Efron and Tibshirani (1993).
(OLS regression is taken up as an example, and prediction error is measured with MSE). The code illustrates BSTRAP syntax, and can be modified to employ different estimators/error metrics. (Notably, a cross-validation routine can be produced with minimal effort). Requirements: · MATLAB Release: R14SP1 · Statistics Toolbox
Bootstrap prediction error rate is a Matlab script for Statistics and Probability scripts design by Dimitri Shvorob.
It runs on following operating system: Windows / Linux / Mac OS / BSD / Solaris.
Bootstrap prediction error rate - Included m-files offer two closely related applications of companion File Exchange submission BSTRAP
Operating system:Windows / Linux / Mac OS / BSD / Solaris