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Former Member
May 17, 2016 at 11:24 AM

Model Evaluation

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Hello Everyone,

I am a new user of SAP Predictive Analytics. I am used to make my analysis with R so I am really excited about the possibility

to use R in SAP Predictve Analytics. Regarding of the usage of PA there are some things that I dont understand. One thing is the

evaluation of a model. Normally for evaluating a model I use k-fold cross validation generating the MSE, MSPE or use measurements like AIC & BIC or calculate confidence intervals using the bootstrap method. So I am not sure which statistical measurement is behind the integrated KI and KR value or how they are calculated. It would be great to have some additional information for these statistics.

Best Regards

Viktor