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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/CVE.R
\name{cve}
\alias{cve}
\alias{cve.call}
\title{Implementation of the CVE method.}
\usage{
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cve(formula, data, method = "simple", max.dim = 10, ...)
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cve.call(X, Y, method = "simple", nObs = nrow(X)^0.5, min.dim = 1,
max.dim = 10, k, ...)
}
\arguments{
\item{formula}{Formel for the regression model defining `X`, `Y`.
See: \code{\link{formula}}.}
\item{data}{data.frame holding data for formula.}
\item{method}{The different only differe in the used optimization.
All of them are Gradient based optimization on a Stiefel manifold.
\itemize{
\item "simple" Simple reduction of stepsize.
\item "sgd" stocastic gradient decent.
\item TODO: further
}}
\item{...}{Further parameters depending on the used method.}
\item{X}{Data}
\item{Y}{Responces}
\item{nObs}{as describet in the Paper.}
\item{k}{guess for SDR dimension.}
\item{nObs}{Like in the paper.}
\item{...}{Method specific parameters.}
}
\description{
Conditional Variance Estimator (CVE) is a novel sufficient dimension
reduction (SDR) method assuming a model
\deqn{Y \sim g(B'X) + \epsilon}{Y ~ g(B'X) + epsilon}
where B'X is a lower dimensional projection of the predictors.
}
\examples{
library(CVE)
# sample dataset
ds <- dataset("M5")
# call ´cve´ with default method (aka "simple")
dr.simple <- cve(ds$Y ~ ds$X, k = ncol(ds$B))
# plot optimization history (loss via iteration)
plot(dr.simple, main = "CVE M5 simple")
# call ´cve´ with method "linesearch" using ´data.frame´ as data.
data <- data.frame(Y = ds$Y, X = ds$X)
# Note: ´Y, X´ are NOT defined, they are extracted from ´data´.
dr.linesearch <- cve(Y ~ ., data, method = "linesearch", k = ncol(ds$B))
plot(dr.linesearch, main = "CVE M5 linesearch")
}
\references{
Fertl L., Bura E. Conditional Variance Estimation for Sufficient Dimension Reduction, 2019
}
\seealso{
\code{\link{formula}}. For a complete parameters list (dependent on
the method) see \code{\link{cve_simple}}, \code{\link{cve_sgd}}
}