多元回归的交叉验证程序 可供做预测模型（matlab代码）

function [E] = crossval(X,Y,expr,seqs) % [E] = crossval(X,Y,expr,seqs) % [E] = crossval(X,Y,expr) % % Function for cross-validation of linear regression models. % % Input parameters: % - X: Data matrix (size k x n) % - Y: Output matrix (size k x m) % - expr: String form expression resulting in F, given X and Y % - seqs: How many cross-validation rounds (default k) % Return parameter: % - E: Validation error (corresponding x's not applied in model) % % Heikki Hyotyniemi Feb.2, 2001 [kx,n] = size(X); [ky,m] = size(Y); if kx ~= ky, disp('Incompatible X and Y'); return; else k = kx; end if nargin < 4 seqs = k; end Xorig = X; Yorig = Y; E = zeros(size(Y)); seqlen = ceil(k/seqs); for i = 1:seqs begin = (i-1)*seqlen+1; endin = min(i*seqlen,k); X = Xorig([1:begin-1,endin+1:k],:); Y = Yorig([1:begin-1,endin+1:k],:); eval(['F = ',expr,';']); Xtest = Xorig(begin:endin,:); Ytest = Yorig(begin:endin,:); Yhat = Xtest*F; E(begin:endin,:) = Yhat - Ytest; end