rTerm {pre} | R Documentation |
Wrapper Functions for terms in gpe
Description
Wrapper functions for terms in gpe.
Usage
rTerm(x)
lTerm(x, lb = -Inf, ub = Inf, scale = 1/0.4)
eTerm(x, scale = 1/0.4)
Arguments
x |
Input symbol. |
lb |
Lower quantile when winsorizing. |
ub |
Lower quantile when winsorizing. |
scale |
Inverse value to time |
Details
The motivation to use wrappers is to ease getting the different terms as shown in the examples and to simplify the formula passed to cv.glmnet
in gpe
. lTerm
potentially rescales and/or winsorizes x
depending on the input. eTerm
potentially rescale x
depending on the input.
Value
x
potentially transformed with additional information provided in the attributes.
References
Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954.
See Also
gpe
, gpe_trees
gpe_linear
gpe_earth
Examples
mt <- terms(
~ rTerm(x1 < 0) + rTerm(x2 > 0) + lTerm(x3) + eTerm(x4),
specials = c("rTerm", "lTerm", "eTerm"))
attr(mt, "specials")
# $rTerm
# [1] 1 2
#
# $lTerm
# [1] 3
#
# $eTerm
# [1] 4