CVE/CVE_C/man/cve.Rd

% 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{
cve(formula, data, method = "simple", max.dim = 10L, ...)

cve.call(X, Y, method = "simple", nObs = sqrt(nrow(X)), h = NULL,
  min.dim = 1L, max.dim = 10L, k = NULL, tau = 1, tol = 0.001,
  epochs = 50L, attempts = 10L, logger = NULL)
}
\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}}
}