forward {ibr} | R Documentation |
Iterative bias reduction smoothing
Description
Performs a forward variable selection for iterative bias reduction using kernel, thin plate splines or low rank splines. Missing values are not allowed.
Usage
forward(formula,data,subset,criterion="gcv",df=1.5,Kmin=1,Kmax=1e+06,
smoother="k",kernel="g",rank=NULL,control.par=list(),cv.options=list(),
varcrit=criterion)
Arguments
formula |
An object of class |
data |
An optional data frame, list or environment (or object
coercible by |
subset |
An optional vector specifying a subset of observations to be used in the fitting process. |
criterion |
Character string. If the number of iterations
( |
df |
A numeric vector of either length 1 or length equal to the
number of columns of |
Kmin |
The minimum number of bias correction iterations of the search grid considered by the model selection procedure for selecting the optimal number of iterations. |
Kmax |
The maximum number of bias correction iterations of the search grid considered by the model selection procedure for selecting the optimal number of iterations. |
smoother |
Character string which allows to choose between thine plate
splines |
kernel |
Character string which allows to choose between gaussian kernel
( |
rank |
Numeric value that control the rank of low rank splines
(denoted as |
control.par |
a named list that control optional parameters. The
components are
|
cv.options |
A named list which controls the way to do cross
validation with component |
varcrit |
Character string. Criterion used for variable
selection. The criteria available are GCV,
AIC ( |
Value
Returns an object of class forwardibr
which is a matrix
with p
columns. In the first row, each entry j contains
the value of the chosen criterion for the univariate smoother using
the jth explanatory variable. The variable which realize the minimum
of the first row is included in the model. All the column of this
variable will be Inf
except the first row. In the second row,
each entry j contains the bivariate smoother using the jth
explanatory variable and the variable already included. The variable
which realize the minimum of the second row is included in the
model. All the column of this variable will be Inf
except the
two first row. This forward selection process continue until the
chosen criterion increases.
Author(s)
Pierre-Andre Cornillon, Nicolas Hengartner and Eric Matzner-Lober.
References
Cornillon, P.-A.; Hengartner, N.; Jegou, N. and Matzner-Lober, E. (2012) Iterative bias reduction: a comparative study. Statistics and Computing, 23, 777-791.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2013) Recursive bias estimation for multivariate regression smoothers Recursive bias estimation for multivariate regression smoothers. ESAIM: Probability and Statistics, 18, 483-502.
Cornillon, P.-A.; Hengartner, N. and Matzner-Lober, E. (2017) Iterative Bias Reduction Multivariate Smoothing in R: The ibr Package. Journal of Statistical Software, 77, 1–26.
See Also
Examples
## Not run:
data(ozone, package = "ibr")
res.ibr <- forward(ozone[,-1],ozone[,1],df=1.2)
apply(res.ibr,1,which.min)
## End(Not run)