Ch5 lab 7
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AnatoliiStepaniuk commented
I've also got the answer to this exercise close to 0.45.
But if cv.glm
is used, I get an answer around 0.25 which is confusing:
glm.fit.all <- glm(Direction ~ Lag1 + Lag2)
LOOCV_error <- cv.glm(frame, glm.fit.all)$delta[1] # is around 0.25 instead of 0.45
Can anyone clarify this?
Thank you!