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bootlm: added relative likelihoods of models to PRED_ERR
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DESCRIPTION

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name: statistics-resampling
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version: 5.5.18
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date: 2024-06-04
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version: 5.5.19
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date: 2024-06-10
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author: Andrew Penn <[email protected]>
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maintainer: Andrew Penn <[email protected]>
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title: A statistics package with a variety of resampling tools

inst/bootlm.m

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% - 'PE': Bootstrap estimate of prediction error
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% - 'PRESS': Bootstrap estimate of predicted residual error sum of squares
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% - 'RSQ_pred': Bootstrap estimate of predicted R-squared
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% - 'RL': Relative likelihood compared to the intercept-only model
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%
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% The linear models evaluated are the same as for AOVSTAT, except that the
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% output also includes the statistics for the intercept-only model. Note
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% installed and loaded, then these computations will be automatically
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% accelerated by parallel processing on platforms with multiple processors
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%
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% bootlm (version 2024.05.17)
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% bootlm (version 2024.06.10)
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% Author: Andrew Charles Penn
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% https://www.researchgate.net/profile/Andrew_Penn/
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%
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SST = RSS{1}; % Total sum of squares
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PE_RSQ = 1 - PRESS / SST; % Predicted R-squared calculated
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% by refined bootstrap
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RL = exp (-0.5 * (PE - PE(1))); % Relative likelihood (compared
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% to the intercept-only model)
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% Prepare output
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PRED_ERR = struct ('MODEL', [], 'PE', PE, 'PRESS', PRESS, 'RSQ_pred', PE_RSQ);
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PRED_ERR = struct ('MODEL', [], 'PE', PE, 'PRESS', PRESS, 'RSQ_pred', ...
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PE_RSQ, 'RL', RL);
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end
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matlab/statistics-resampling.mltbx

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matlab/statistics-resampling.prj

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<deployment-project plugin="plugin.toolbox" plugin-version="1.0">
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<configuration build-checksum="3306453136" file="Y:\Documents\GitHub\statistics-resampling\matlab\statistics-resampling.prj" location="Y:\Documents\GitHub\statistics-resampling\matlab" name="statistics-resampling" target="target.toolbox" target-name="Package Toolbox">
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<configuration build-checksum="2568662598" file="Y:\Documents\GitHub\statistics-resampling\matlab\statistics-resampling.prj" location="Y:\Documents\GitHub\statistics-resampling\matlab" name="statistics-resampling" target="target.toolbox" target-name="Package Toolbox">
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<param.appname>statistics-resampling</param.appname>
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<param.authnamewatermark>Andrew Penn</param.authnamewatermark>
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<param.email>[email protected]</param.email>
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<param.company>University of Sussex, UK</param.company>
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<param.summary>Statistical analysis using resampling methods</param.summary>
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<param.description>The statistics-resampling package is an Octave package and Matlab toolbox that can be used to perform a wide variety of statistics tasks using non-parametric resampling methods. In particular, the functions included can be used to estimate bias, uncertainty (standard errors and confidence intervals), prediction error, and calculate p-values for null hypothesis significance tests. Variations of the resampling methods are included that improve the accuracy of the statistics for small samples and samples with complex dependence structures.</param.description>
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<param.screenshot>Y:\Documents\GitHub\statistics-resampling\doc\icon.png</param.screenshot>
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<param.version>5.5.18</param.version>
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<param.version>5.5.19</param.version>
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<param.output>${PROJECT_ROOT}\statistics-resampling.mltbx</param.output>
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<param.products.name />
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<param.products.id />

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