Packages

#install.packages("remotes")
#install.packages("glmnet")
#install.packages("randomForest")

remotes::install_github("thierrymoudiki/caretS3")

caretS3::caretS3 Tabular Machine Learning

 data(mtcars)

 # Prepare data
 X_reg <- mtcars[, -1]  # All except mpg
 y_reg <- mtcars$mpg     # Target variable

 # Split into train/test
 set.seed(123)
 idx_reg <- sample(nrow(X_reg), 0.7 * nrow(X_reg))
 X_train <- X_reg[idx_reg, ]
 y_train <- y_reg[idx_reg]
 X_test <- X_reg[-idx_reg, ]
 y_test <- y_reg[-idx_reg]

 mod <- caretS3::caretS3(X_train, y_train, method = "glmnet")

Registered S3 method overwritten by 'future':
  method               from      
  all.equal.connection parallelly

          Mazda RX4       Mazda RX4 Wag      Hornet 4 Drive             Valiant 
           22.88234            22.41295            21.12871            20.55533 
         Merc 450SE          Merc 450SL Lincoln Continental       Toyota Corona 
           14.37278            15.58185            10.76004            24.86612 
         Camaro Z28    Pontiac Firebird 
           13.55088            15.78322           Mazda RX4       Mazda RX4 Wag      Hornet 4 Drive             Valiant 
           20.09445            20.05342            19.60069            19.34515 
         Merc 450SE          Merc 450SL Lincoln Continental       Toyota Corona 
           15.35807            15.32211            12.98877            24.25831 
         Camaro Z28    Pontiac Firebird 
           15.33895            16.01282

ahead::dynrmf time series forecasting

par(mfrow=c(2, 2))
plot(ahead::dynrmf(AirPassengers, h=20, fit_func = caretS3::caretS3, fit_params = list(method="glmnet", alpha=0, lambda=0.1)))
plot(ahead::dynrmf(AirPassengers, h=20, fit_func = caretS3::caretS3, fit_params = list(method="glmnet", alpha=0.5, lambda=0.1)))
plot(ahead::dynrmf(AirPassengers, h=20, fit_func = caretS3::caretS3, fit_params = list(method="glmnet", alpha=1, lambda=0.1)))
plot(ahead::dynrmf(AirPassengers, h=20, fit_func = caretS3::caretS3, fit_params = list(method="glm")))

image-title-here

Comments powered by Talkyard.