CCRseqk {cluscov} | R Documentation |
Sequential CCR with k clusters
Description
CCRseqk
runs regressions with potentially more covariates than observations with
k
clusters. See c_chmod()
for the list of models supported.
Usage
CCRseqk(Y, X, k, nC = 1, kap = 0.1, modclass = "lm", tol = 1e-06,
reltol = TRUE, rndcov = NULL, report = NULL, ...)
Arguments
Y |
vector of dependent variable Y |
X |
design matrix (without intercept) |
k |
number of clusters |
nC |
first |
kap |
maximum number of parameters to estimate in each active sequential step,
as a fraction of the less of total number of observations n or number of covariates p.
i.e. |
modclass |
a string denoting the desired the class of model. See c_chmod for details. |
tol |
level of tolerance for convergence; default |
reltol |
a logical for relative tolerance instead of level. Defaults at TRUE |
rndcov |
seed for randomising assignment of covariates to partitions; default |
report |
number of iterations after which to report progress; default |
... |
additional arguments to be passed to the model |
Value
a list of objects
mobj low dimensional model object of class lm, glm, or rq (depending on
modclass
)clus cluster assignments of covariates
iter number of iterations
dev decrease in the function value at convergence
Examples
set.seed(14) #Generate data
N = 1000; (bets = rep(-2:2,4)/2); p = length(bets); X = matrix(rnorm(N*p),N,p)
Y = cbind(1,X)%*%matrix(c(0.5,bets),ncol = 1); nC=1
zg=CCRseqk(Y,X,k=5,nC=nC,kap=0.1,modclass="lm",tol=1e-6,reltol=TRUE,rndcov=NULL,report=8)
(del=zg$mobj$coefficients) # delta
(bets = c(del[1:nC],(del[-c(1:nC)])[zg$clus])) #construct beta