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Is it possible that are there are Null values in the data when you build and test your model? I was able to reproduce the error you are getting by including Nulls in my input model and validation data, and correct the error by imputing values to replace the Nulls.
Please let me know if this isn't what is happening.
Based on the information you've provided, it appears you are running into a permissions issue.
The first error you are getting is saying that Tool #3 (The R tool inside of the macro) isn't able to write to the R library folder that Alteryx uses. Therefore, the install.packages() function fails and the tool is not able to install the necessary R package the Model Comparison Tool to run.
When you say that you can install the package separately, do you mean you are able to do this in R (the same R version or in Alteryx outside of the Model Comparison Tool? If you navigate to the library folder (C:/Program Files/Alteryx/R-3.2.3/library) is there a folder named ROCR? Do you have permission to add or delete files from that folder?
To use this macro, and additional R packages (ROCR) needs to be installed. The link below provides instructions on how to install R packages that can be accessed by Alteryx. The macro will attempt to install the needed R packages if they are not already installed, but this may be prevented by certain firewalls and proxy servers.
However, when I try to "install R packages app" then I face with below version problem.
Failure to Import C:\Users\KARTAYI1\Downloads\Install+R+Packages (1).yxzp. There was an error opening "C:\Users\KARTAYI1\Downloads\Install+R+Packages (1)\Install R Packages.yxwz": This document was created by a more recent version of this application and cannot be read.
What version of Alteryx are you currently running? It looks like the Install R Packages App was developed in version 11.0. If you are running a version <11.0, this would cause the "This document was created by a more recent version of this application and cannot be read." message you are seeing.
I am currently researching the best way to help you get the package installed - I will get back to you shortly