ace: Alternating Conditional Expectations
Usage
ace(x, y, wt, mon, lin, cat, circ, delrsq)
Arguments
x
|
a matrix containing the independent variables.
|
y
|
a vector containing the response variable.
|
wt
|
an optional vector of weights.
|
mon
|
an optional integer vector specifying which variables are to be
transformed by monotone transformations.
Positive values in mon refer to columns of the x matrix and zero
to the response variable.
|
lin
|
an optional integer vector specifying which variables are to be
transformed by linear transformations.
Positive values in lin refer to columns of the x matrix and zero
to the response variable.
|
cat
|
an optional integer vector specifying which variables assume
categorical values.
Positive values in cat refer to columns of the x
matrix and zero to the response variable.
|
circ
|
an integer vector specifying which variables assume
circular (periodic) values.
Positive values in circ refer to columns of the x
matrix and zero to the response variable.
|
delrsq
|
termination threshold. Iteration stops when R-squared
changes by less than delrsq in 3 consecutive iterations
(default 0.01).
|
Examples
TWOPI <- 8*atan(1)
x <- runif(200,0,TWOPI)
y <- exp(sin(x)+rnorm(200)/2)
a <- ace(x,y)
par(mfrow=c(3,1))
plot(a$y,a$ty) # view the response transformation
plot(a$x,a$tx) # view the carrier transformation
plot(a$tx,a$ty) # examine the linearity of the fitted model