A cusom function to use jordan recurrent neural network from RSNNS package with caret.

jordan_caret.R

grid <- expand.grid(.size=5:10)

modelFunc <- function(data, parameter, levels, last, ...)
   {
     library(RSNNS)
     list(fit = jordan(data[,setdiff(names(data),".outcome")], data$.outcome, size = parameter$.size, initFuncParams = c(1,-1, 0.3, 1, 0.5)))    
   }
predFunc <- function(object, newdata)
   {
     library(RSNNS)
     predict(object$fit, newdata)     
   }

sortFunc <- function(x) {return(x)}

 ctrl <- trainControl(custom = list(
                      parameters = grid,
                      model = modelFunc,
                      prediction = predFunc,
                      probability = NULL,
                      sort = sortFunc),
                      method = "timeslice", 
			    	  horizon = 1,
			    	  initialWindow = tsl,
			    	  fixedWindow=TRUE,
			    	  savePredictions = TRUE)

 customRpart <- train(outcome ~ ., data = b, method = "custom", trControl = ctrl)