anchor_regression_gam {AnchorRegression}

anchor_regression_gam

Description

Perform an Generalized Additive Anchor Regression

Usage

anchor_regression_gam(x, anchor, gamma, target_variable, bin_factor = NULL)

Arguments

x

is a dataframe containing the matrix x containing the independent variables

anchor

is a dataframe containing the matrix anchor containing the anchor variable

gamma

is the regularization parameter for the Anchor Regression

target_variable

is the target variable name contained in the x dataframe

bin_factor

binary variable that can be transformed to a factor to partial out effects

Value

A list with coefficient values and a list with the respective names overview_print. Additionally the transformed data as x and y plus the fixed lambda coefficient.

Examples

x <- as.data.frame(matrix(data = rnorm(10000),nrow = 1000,ncol = 10))
x$bin <- sample(nrow(x),x = c(1,0),prob = c(0.5,0.5),replace = TRUE)
anchor <- as.data.frame(matrix(data = rnorm(2000),nrow = 1000,ncol = 2))
colnames(anchor) <- c('X1','X2')
gamma <- 2
target_variable <- 'V2'
anchor_regression_gam(x, anchor, gamma, target_variable,bin_factor =  "bin")