OT: TTT in bear [PK / PD]

posted by Helmut Homepage – Vienna, Austria, 2013-07-18 22:28 (4710 d 05:00 ago) – Posting: # 11023
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Dear Yung-jin,

❝ […] using log-linear regression with TTT rule as you suggest.


Incidentally I met one of the authors of the TTT-paper (Christian Scheerans) last month. He knew that you have implemented the method in bear after our discussions in the forum. He was very happy about that. :-D He introduced R in his company (which was a Sisyphean task because his company is a very conservative German innovator). The only reason why he performed his simulations in Excel’s VBA was that he didn’t know R at that time. We (Martin, Jack, and I) have performed a comparison of different algos and confirmed that there are indeed differences in terms of bias and precision – but only when it comes to λz itself. Differences diminished when we com­pared AUC. So we lost interest and never get it published.
After some discussion with Christian we are considering to extend the method for multi­com­part­ment profiles. Hopefully it will not go to the to-do-list and stay there forever…

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