What is the interpretation for the "Classification" XYPlot?Correct.
- Green = correctly predicted positives?
- Red = correctly predicted negatives?
- Black = misclassified?
On 3/31/2016 7:31 AM, richpach2@yahoo.com [amibroker] wrote:
Does the LogisticRegression function accept more than two feature columns or do we have to adjust the code for that?Yes it does, and here is how you prepare the feature and target vectors within AB for the selected range in exploration
ploy ( x , degree ) will create additional features based on input matrix "x"
bi = BarIndex ();
n = 4; // num features ;
ftr0 = 1;
ftr1 = RSI(2) ;
ftr2 = MACD();
setForeign ( "^ViX" );
ftr3 = ROC ( C, 1 ) ;
RestorePriceArrays ();
Filter = 1;
target = Ref ( Close , 1 ) / Close > 1 ;
nulls = NullCount ( target );
for( j = 0; j < n ; j ++ )
{
ftr = VarGet( "ftr" + j ) ;
nulls = Max ( nulls , NullCount ( ftr ));
AddColumn ( ftr, "ftr" + j );
}
x = Matrix ( BarCount, n );
y = Matrix ( BarCount , 1 ) ;
for( j = 0; j < n ; j ++ )
{
ftr = VarGet( "ftr" + j ) ;
ftr = IIf ( bi < nulls , Null , ftr );
AddColumn ( ftr, "ftr" + j );
x = MxSetBlock ( x, 0, BarCount -1 , j , j , ftr );
}
target = IIf ( bi < nulls , Null , target );
y = MxSetBlock ( y, 0, BarCount -1 , 0 , 0 , target );
fbr = Status ( "firstbarinrange" ) ;
lbr = Status ( "lastbarinrange" ) ;
fb = LastValue ( ValueWhen ( fbr, bi ));
lb = LastValue ( ValueWhen ( lbr, bi ));
x = MxGetBlock ( x, fb, lb , 0 , n -1 );
y = MxGetBlock ( y, fb, lb , 0 , 0);
// x = poly ( x , 5 );
// x = scale ( x ) ;
_tracef ( MxToString ( x ) );
_tracef ( MxToString ( y ) );
//.....
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Posted by: Aron Pipa <aron@myafl.com>
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This group is for the discussion between users only.
This is *NOT* technical support channel.
TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com
TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
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