[R] validation for GLM/GAM

Martin Wegmann mailinglist2_wegmann at web.de
Fri Oct 24 13:12:56 CEST 2003


Hello, 

I searched for a validation method for GLM/GAM inside R. 

So far I only found cv.glm() a k-fold cross-validation for GLM. 
But I wonder if there is something like ROC/AUC validation method for a GLM/
GAM model available?. Perhaps with bootsrapping afterwards to get confid. 
intervals, but not necessary.

any advice in which package I can find such a tool?

BTW I tried to install the ROC packages, but R prompts that this package is 
not available on cran. 

Thanks, Martin




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