| ExtendedMethod-class {simulator} | R Documentation |
An S4 class representing the extension of a method
Description
An object of class ExtendedMethod is like a
Method except it uses the output of another method in
addition to the Model and
Draws. We can also form chains of
ExtendedMethod's, in which one ExtendedMethod is taken to be
the "base_method" of a subsequent ExtendedMethod. This means
that the latter ExtendedMethod would use the output of the former
ExtendedMethod.
Details
While one can create an ExtendedMethod from scratch,
typically it will be cleaner to write a MethodExtension object
and then use the addition operator:
my_extended_method = my_base_method + my_method_extension. For
example, if my_base_method is the lasso, my_method_extension
might be cross-validation, and the resulting my_extended_method would
be the lasso with tuning parameter chosen by cross-validation. The advantage
is that if we have several methods, we only have to write the
cross-validation MethodExtension object once.
For an example in which one has a chain of ExtendedMethod's, consider
the lasso example in which we have a MethodExtension called, say,
refit, which takes the nonzeros from the lasso's output and
performs least squares on these selected variables. Let cv be another
MethodExtension. Then, refitted_lasso = lasso + refit is
an ExtendedMethod and refitted_lasso + cv is as well.
This class inherits from the Component class.
Slots
namea short name identifier. Must be alphanumeric.
labela longer, human readable label that can have other characters such as spaces, hyphens, etc.
base_methoda list of length 1 containing the object of class
MethodorExtendedMethodthat is being extendedextended_methoda function with arguments "model", "draw", "out", and "base_method".