Data Mining Algorithms In R/Packages/gausspred

Description

This software is used to predict the discrete response based on selected high dimensional features, such as gene expression data. The data are modeled with Bayesian Gaussian models. When a large number of features are available, one may like to select only a subset of features to use, typically those features strongly correlated with the response in training cases. Such a feature selection procedure is however invalid since the relationship between the response and the features will appear stronger. This package provides a way to avoid this bias and yields well-calibrated prediction for the test cases when one uses F-statistic to select features.

Requirements

R (>= 2.8.1)

General API

1. assess prediction
2. data gau
3. train pred gau