This site hosts materials for the LSIRM course on Statistical and Machine learning.
1. Linear Regression Models
2. Modeling Non-linearity in Linear Regression Models
- Diagnosing, Transformations, Polynomials: Handout pdf, Code r
- Cross-validation: Handout pdf, Code r
- Splines, Smoothing Splines and GAMS: Handout pdf, Code r
-
Regression Models with Selection - MARS and Polywog: Handout pdf, Code r
We may use a different version of polywog
than the one on CRAN, so you can download the relevant binaries from the links below. Before trying to install them, first do the following:
install.packages(c("foreach", "Formula", "glmnet", "iterators",
"Matrix", "miscTools", "ncvreg", "Rcpp", "stringr"))
After you’ve downloaded the files, you can set R’s working directory to wherever you stored the binary file and then do either of the following as appropriate.
install.packages("polywog.zip", repos=NULL)
install.packages("polywog_0.4-1.tgz", repos=NULL)