add: setup LaTeX for JSS
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%%
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%% This is file `jss.cls'
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\def\fileversion{3.2}
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\def\filename{jss}
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\def\filedate{2020/12/09}
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%%
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%% Package `jss' to use with LaTeX2e for JSS publications (http://www.jstatsoft.org/)
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%% License: GPL-2 | GPL-3
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%% Copyright: (C) Achim Zeileis
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%% Please report errors to Achim.Zeileis@R-project.org
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%%
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\NeedsTeXFormat{LaTeX2e}
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\ProvidesClass{jss}[\filedate\space\fileversion\space jss class by Achim Zeileis]
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%% options
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\newif\if@article
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\newif\if@codesnippet
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\newif\if@bookreview
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\newif\if@softwarereview
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\newif\if@review
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\newif\if@shortnames
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\newif\if@nojss
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\newif\if@notitle
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\newif\if@noheadings
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\newif\if@nofooter
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\@articletrue
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\@codesnippetfalse
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\@bookreviewfalse
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\@softwarereviewfalse
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\@reviewfalse
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\@shortnamesfalse
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\@nojssfalse
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\@notitlefalse
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\@noheadingsfalse
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\@nofooterfalse
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\DeclareOption{article}{\@articletrue%
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\@codesnippetfalse \@bookreviewfalse \@softwarereviewfalse}
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\DeclareOption{codesnippet}{\@articlefalse%
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\@codesnippettrue \@bookreviewfalse \@softwarereviewfalse}
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\DeclareOption{bookreview}{\@articlefalse%
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\@codesnippetfalse \@bookreviewtrue \@softwarereviewfalse}
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\DeclareOption{softwarereview}{\@articlefalse%
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\@codesnippetfalse \@bookreviewfalse \@softwarereviewtrue}
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\DeclareOption{shortnames}{\@shortnamestrue}
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\DeclareOption{nojss}{\@nojsstrue}
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\DeclareOption{notitle}{\@notitletrue}
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\DeclareOption{noheadings}{\@noheadingstrue}
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\DeclareOption{nofooter}{\@nofootertrue}
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\ProcessOptions
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\LoadClass[11pt,a4paper,twoside]{article}
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%% required packages
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\RequirePackage{graphicx,color,ae,fancyvrb}
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\RequirePackage[T1]{fontenc}
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\IfFileExists{upquote.sty}{\RequirePackage{upquote}}{}
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\IfFileExists{lmodern.sty}{\RequirePackage{lmodern}}{}
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%% bibliography
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\if@shortnames
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\usepackage[authoryear,round]{natbib}
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\else
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\usepackage[authoryear,round,longnamesfirst]{natbib}
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\fi
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\bibpunct{(}{)}{;}{a}{}{,}
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\bibliographystyle{jss}
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%% page layout
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\topmargin 0pt
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\textheight 46\baselineskip
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\advance\textheight by \topskip
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\oddsidemargin 0.1in
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\evensidemargin 0.15in
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\marginparwidth 1in
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\oddsidemargin 0.125in
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\evensidemargin 0.125in
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\marginparwidth 0.75in
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\textwidth 6.125in
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%% paragraphs
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\setlength{\parskip}{0.7ex plus0.1ex minus0.1ex}
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\setlength{\parindent}{0em}
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%% for all publications
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\newcommand{\Address}[1]{\def\@Address{#1}}
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\newcommand{\Plaintitle}[1]{\def\@Plaintitle{#1}}
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\newcommand{\Shorttitle}[1]{\def\@Shorttitle{#1}}
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\newcommand{\Plainauthor}[1]{\def\@Plainauthor{#1}}
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\newcommand{\Volume}[1]{\def\@Volume{#1}}
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\newcommand{\Year}[1]{\def\@Year{#1}}
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\newcommand{\Month}[1]{\def\@Month{#1}}
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\newcommand{\Issue}[1]{\def\@Issue{#1}}
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\newcommand{\Submitdate}[1]{\def\@Submitdate{#1}}
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%% for articles and code snippets
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\newcommand{\Acceptdate}[1]{\def\@Acceptdate{#1}}
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\newcommand{\Abstract}[1]{\def\@Abstract{#1}}
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\newcommand{\Keywords}[1]{\def\@Keywords{#1}}
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\newcommand{\Plainkeywords}[1]{\def\@Plainkeywords{#1}}
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%% for book and software reviews
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\newcommand{\Reviewer}[1]{\def\@Reviewer{#1}}
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\newcommand{\Booktitle}[1]{\def\@Booktitle{#1}}
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\newcommand{\Bookauthor}[1]{\def\@Bookauthor{#1}}
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\newcommand{\Publisher}[1]{\def\@Publisher{#1}}
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\newcommand{\Pubaddress}[1]{\def\@Pubaddress{#1}}
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\newcommand{\Pubyear}[1]{\def\@Pubyear{#1}}
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\newcommand{\ISBN}[1]{\def\@ISBN{#1}}
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\newcommand{\Pages}[1]{\def\@Pages{#1}}
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\newcommand{\Price}[1]{\def\@Price{#1}}
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\newcommand{\Plainreviewer}[1]{\def\@Plainreviewer{#1}}
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\newcommand{\Softwaretitle}[1]{\def\@Softwaretitle{#1}}
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\newcommand{\URL}[1]{\def\@URL{#1}}
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\newcommand{\DOI}[1]{\def\@DOI{#1}}
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%% for internal use
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\newcommand{\Seriesname}[1]{\def\@Seriesname{#1}}
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\newcommand{\Hypersubject}[1]{\def\@Hypersubject{#1}}
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\newcommand{\Hyperauthor}[1]{\def\@Hyperauthor{#1}}
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\newcommand{\Footername}[1]{\def\@Footername{#1}}
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\newcommand{\Firstdate}[1]{\def\@Firstdate{#1}}
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\newcommand{\Seconddate}[1]{\def\@Seconddate{#1}}
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\newcommand{\Reviewauthor}[1]{\def\@Reviewauthor{#1}}
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%% defaults
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\author{Firstname Lastname\\Affiliation}
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\title{Title}
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\Abstract{---!!!---an abstract is required---!!!---}
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\Plainauthor{\@author}
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\Volume{VV}
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\Year{YYYY}
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\Month{MMMMMM}
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\Issue{II}
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\Submitdate{yyyy-mm-dd}
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\Acceptdate{yyyy-mm-dd}
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\Address{
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Firstname Lastname\\
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Affiliation\\
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Address, Country\\
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E-mail: \email{name@address}\\
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URL: \url{http://link/to/webpage/}
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}
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\Reviewer{Firstname Lastname\\Affiliation}
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\Plainreviewer{Firstname Lastname}
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\Booktitle{Book Title}
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\Bookauthor{Book Author}
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\Publisher{Publisher}
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\Pubaddress{Publisher's Address}
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\Pubyear{YYY}
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\ISBN{x-xxxxx-xxx-x}
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\Pages{xv + 123}
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\Price{USD 69.95 (P)}
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\URL{http://link/to/webpage/}
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\DOI{10.18637/jss.v000.i00}
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\if@article
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\Seriesname{Issue}
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\Hypersubject{Journal of Statistical Software}
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\Plaintitle{\@title}
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\Shorttitle{\@title}
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\Plainkeywords{\@Keywords}
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\fi
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\if@codesnippet
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\Seriesname{Code Snippet}
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\Hypersubject{Journal of Statistical Software -- Code Snippets}
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\Plaintitle{\@title}
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\Shorttitle{\@title}
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\Plainkeywords{\@Keywords}
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\fi
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\if@bookreview
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\Seriesname{Book Review}
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\Hypersubject{Journal of Statistical Software -- Book Reviews}
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\Plaintitle{\@Booktitle}
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\Shorttitle{\@Booktitle}
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\Reviewauthor{\@Bookauthor\\
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\@Publisher, \@Pubaddress, \@Pubyear.\\
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ISBN~\@ISBN. \@Pages~pp. \@Price.\\
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\url{\@URL}}
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\Plainkeywords{}
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\@reviewtrue
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\fi
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\if@softwarereview
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\Seriesname{Software Review}
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\Hypersubject{Journal of Statistical Software -- Software Reviews}
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\Plaintitle{\@Softwaretitle}
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\Shorttitle{\@Softwaretitle}
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\Booktitle{\@Softwaretitle}
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\Reviewauthor{\@Publisher, \@Pubaddress. \@Price.\\
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\url{\@URL}}
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\Plainkeywords{}
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\@reviewtrue
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\fi
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\if@review
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\Hyperauthor{\@Plainreviewer}
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\Keywords{}
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\Footername{Reviewer}
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\Firstdate{\textit{Published:} \@Submitdate}
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\Seconddate{}
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\else
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\Hyperauthor{\@Plainauthor}
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\Keywords{---!!!---at least one keyword is required---!!!---}
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\Footername{Affiliation}
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\Firstdate{\textit{Submitted:} \@Submitdate}
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\Seconddate{\textit{Accepted:} \@Acceptdate}
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\fi
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%% Sweave(-like)
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\DefineVerbatimEnvironment{Sinput}{Verbatim}{fontshape=sl}
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\DefineVerbatimEnvironment{Soutput}{Verbatim}{}
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\DefineVerbatimEnvironment{Scode}{Verbatim}{fontshape=sl}
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\newenvironment{Schunk}{}{}
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\DefineVerbatimEnvironment{Code}{Verbatim}{}
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\DefineVerbatimEnvironment{CodeInput}{Verbatim}{fontshape=sl}
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\DefineVerbatimEnvironment{CodeOutput}{Verbatim}{}
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\newenvironment{CodeChunk}{}{}
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\setkeys{Gin}{width=0.8\textwidth}
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%% footer
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\newlength{\footerskip}
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\setlength{\footerskip}{2.5\baselineskip plus 2ex minus 0.5ex}
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\newcommand{\makefooter}{%
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\vspace{\footerskip}
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\if@nojss
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\begin{samepage}
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\textbf{\large \@Footername: \nopagebreak}\\[.3\baselineskip] \nopagebreak
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\@Address \nopagebreak
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\end{samepage}
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\else
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\begin{samepage}
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\textbf{\large \@Footername: \nopagebreak}\\[.3\baselineskip] \nopagebreak
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\@Address \nopagebreak
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\vfill
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\hrule \nopagebreak
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\vspace{.1\baselineskip}
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{\fontfamily{pzc} \fontsize{13}{15} \selectfont Journal of Statistical Software}
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\hfill
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\url{http://www.jstatsoft.org/}\\ \nopagebreak
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published by the Foundation for Open Access Statistics
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\hfill
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\url{http://www.foastat.org/}\\[.3\baselineskip] \nopagebreak
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{\@Month{} \@Year, Volume~\@Volume, \@Seriesname~\@Issue}
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\hfill
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\@Firstdate\\ \nopagebreak
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{\href{https://doi.org/\@DOI}{\tt doi:\@DOI}}
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\hfill
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\@Seconddate \nopagebreak
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\vspace{.3\baselineskip}
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\hrule
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\end{samepage}
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\fi
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}
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\if@nofooter
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%% \AtEndDocument{\makefooter}
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\else
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\AtEndDocument{\makefooter}
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\fi
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%% required packages
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\RequirePackage{hyperref}
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%% new \maketitle
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\def\@myoddhead{
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{\color{white} JSS}\\[-1.42cm]
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\hspace{-2em} \includegraphics[height=23mm,keepaspectratio]{jsslogo} \hfill
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\parbox[b][23mm]{118mm}{\hrule height 3pt
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\center{
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{\fontfamily{pzc} \fontsize{28}{32} \selectfont Journal of Statistical Software}
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\vfill
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{\it \small \@Month{} \@Year, Volume~\@Volume, \@Seriesname~\@Issue.%
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\hfill \href{https://doi.org/\@DOI}{doi:\,\@DOI}}}\\[0.1cm]
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\hrule height 3pt}}
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\if@review
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\renewcommand{\maketitle}{
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\if@nojss
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%% \@oddhead{\@myoddhead}\\[3\baselineskip]
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\else
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\@oddhead{\@myoddhead}\\[3\baselineskip]
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\fi
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{\large
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\noindent
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Reviewer: \@Reviewer
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\vspace{\baselineskip}
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\hrule
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\vspace{\baselineskip}
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\textbf{\@Booktitle}
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\begin{quotation} \noindent
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\@Reviewauthor
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\end{quotation}
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\vspace{0.7\baselineskip}
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\hrule
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\vspace{1.3\baselineskip}
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}
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\thispagestyle{empty}
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\if@nojss
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\markboth{\centerline{\@Shorttitle}}{\centerline{\@Hyperauthor}}
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\else
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\markboth{\centerline{\@Shorttitle}}{\centerline{\@Hypersubject}}
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\fi
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\pagestyle{myheadings}
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}
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\else
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\def\maketitle{
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\if@nojss
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%% \@oddhead{\@myoddhead} \par
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\else
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\@oddhead{\@myoddhead} \par
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\fi
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\begingroup
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\def\thefootnote{\fnsymbol{footnote}}
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\def\@makefnmark{\hbox to 0pt{$^{\@thefnmark}$\hss}}
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\long\def\@makefntext##1{\parindent 1em\noindent
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\hbox to1.8em{\hss $\m@th ^{\@thefnmark}$}##1}
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\@maketitle \@thanks
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\endgroup
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\setcounter{footnote}{0}
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\if@noheadings
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%% \markboth{\centerline{\@Shorttitle}}{\centerline{\@Hypersubject}}
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\else
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\thispagestyle{empty}
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\if@nojss
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\markboth{\centerline{\@Shorttitle}}{\centerline{\@Hyperauthor}}
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\else
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\markboth{\centerline{\@Shorttitle}}{\centerline{\@Hypersubject}}
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\fi
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\pagestyle{myheadings}
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\fi
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\let\maketitle\relax \let\@maketitle\relax
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\gdef\@thanks{}\gdef\@author{}\gdef\@title{}\let\thanks\relax
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}
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\def\@maketitle{\vbox{\hsize\textwidth \linewidth\hsize
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\if@nojss
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%% \vskip 1in
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\else
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\vskip 1in
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\fi
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{\centering
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{\LARGE\bf \@title\par}
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\vskip 0.2in plus 1fil minus 0.1in
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{
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\def\and{\unskip\enspace{\rm and}\enspace}%
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\def\And{\end{tabular}\hss \egroup \hskip 1in plus 2fil
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\hbox to 0pt\bgroup\hss \begin{tabular}[t]{c}\large\bf\rule{\z@}{24pt}\ignorespaces}%
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\def\AND{\end{tabular}\hss\egroup \hfil\hfil\egroup
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\vskip 0.1in plus 1fil minus 0.05in
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\hbox to \linewidth\bgroup\rule{\z@}{10pt} \hfil\hfil
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\hbox to 0pt\bgroup\hss \begin{tabular}[t]{c}\large\bf\rule{\z@}{24pt}\ignorespaces}
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\hbox to \linewidth\bgroup\rule{\z@}{10pt} \hfil\hfil
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\hbox to 0pt\bgroup\hss \begin{tabular}[t]{c}\large\bf\rule{\z@}{24pt}\@author
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\end{tabular}\hss\egroup
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\hfil\hfil\egroup}
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\vskip 0.3in minus 0.1in
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\hrule
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\begin{abstract}
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\@Abstract
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\end{abstract}}
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\textit{Keywords}:~\@Keywords.
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\vskip 0.1in minus 0.05in
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\hrule
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\vskip 0.2in minus 0.1in
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}}
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\fi
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%% sections, subsections, and subsubsections
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\newlength{\preXLskip}
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\newlength{\preLskip}
|
||||||
|
\newlength{\preMskip}
|
||||||
|
\newlength{\preSskip}
|
||||||
|
\newlength{\postMskip}
|
||||||
|
\newlength{\postSskip}
|
||||||
|
\setlength{\preXLskip}{1.8\baselineskip plus 0.5ex minus 0ex}
|
||||||
|
\setlength{\preLskip}{1.5\baselineskip plus 0.3ex minus 0ex}
|
||||||
|
\setlength{\preMskip}{1\baselineskip plus 0.2ex minus 0ex}
|
||||||
|
\setlength{\preSskip}{.8\baselineskip plus 0.2ex minus 0ex}
|
||||||
|
\setlength{\postMskip}{.5\baselineskip plus 0ex minus 0.1ex}
|
||||||
|
\setlength{\postSskip}{.3\baselineskip plus 0ex minus 0.1ex}
|
||||||
|
|
||||||
|
\newcommand{\jsssec}[2][default]{\vskip \preXLskip%
|
||||||
|
\pdfbookmark[1]{#1}{Section.\thesection.#1}%
|
||||||
|
\refstepcounter{section}%
|
||||||
|
\centerline{\textbf{\Large \thesection. #2}} \nopagebreak
|
||||||
|
\vskip \postMskip \nopagebreak}
|
||||||
|
\newcommand{\jsssecnn}[1]{\vskip \preXLskip%
|
||||||
|
\centerline{\textbf{\Large #1}} \nopagebreak
|
||||||
|
\vskip \postMskip \nopagebreak}
|
||||||
|
|
||||||
|
\newcommand{\jsssubsec}[2][default]{\vskip \preMskip%
|
||||||
|
\pdfbookmark[2]{#1}{Subsection.\thesubsection.#1}%
|
||||||
|
\refstepcounter{subsection}%
|
||||||
|
\textbf{\large \thesubsection. #2} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
\newcommand{\jsssubsecnn}[1]{\vskip \preMskip%
|
||||||
|
\textbf{\large #1} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
|
||||||
|
\newcommand{\jsssubsubsec}[2][default]{\vskip \preSskip%
|
||||||
|
\pdfbookmark[3]{#1}{Subsubsection.\thesubsubsection.#1}%
|
||||||
|
\refstepcounter{subsubsection}%
|
||||||
|
{\large \textit{#2}} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
\newcommand{\jsssubsubsecnn}[1]{\vskip \preSskip%
|
||||||
|
{\textit{\large #1}} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
|
||||||
|
\newcommand{\jsssimplesec}[2][default]{\vskip \preLskip%
|
||||||
|
%% \pdfbookmark[1]{#1}{Section.\thesection.#1}%
|
||||||
|
\refstepcounter{section}%
|
||||||
|
\textbf{\large #1} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
\newcommand{\jsssimplesecnn}[1]{\vskip \preLskip%
|
||||||
|
\textbf{\large #1} \nopagebreak
|
||||||
|
\vskip \postSskip \nopagebreak}
|
||||||
|
|
||||||
|
\if@review
|
||||||
|
\renewcommand{\section}{\secdef \jsssimplesec \jsssimplesecnn}
|
||||||
|
\renewcommand{\subsection}{\secdef \jsssimplesec \jsssimplesecnn}
|
||||||
|
\renewcommand{\subsubsection}{\secdef \jsssimplesec \jsssimplesecnn}
|
||||||
|
\else
|
||||||
|
\renewcommand{\section}{\secdef \jsssec \jsssecnn}
|
||||||
|
\renewcommand{\subsection}{\secdef \jsssubsec \jsssubsecnn}
|
||||||
|
\renewcommand{\subsubsection}{\secdef \jsssubsubsec \jsssubsubsecnn}
|
||||||
|
\fi
|
||||||
|
%% colors
|
||||||
|
\definecolor{Red}{rgb}{0.5,0,0}
|
||||||
|
\definecolor{Blue}{rgb}{0,0,0.5}
|
||||||
|
\if@review
|
||||||
|
\hypersetup{%
|
||||||
|
hyperindex = {true},
|
||||||
|
colorlinks = {true},
|
||||||
|
linktocpage = {true},
|
||||||
|
plainpages = {false},
|
||||||
|
linkcolor = {Blue},
|
||||||
|
citecolor = {Blue},
|
||||||
|
urlcolor = {Red},
|
||||||
|
pdfstartview = {Fit},
|
||||||
|
pdfpagemode = {None},
|
||||||
|
pdfview = {XYZ null null null}
|
||||||
|
}
|
||||||
|
\else
|
||||||
|
\hypersetup{%
|
||||||
|
hyperindex = {true},
|
||||||
|
colorlinks = {true},
|
||||||
|
linktocpage = {true},
|
||||||
|
plainpages = {false},
|
||||||
|
linkcolor = {Blue},
|
||||||
|
citecolor = {Blue},
|
||||||
|
urlcolor = {Red},
|
||||||
|
pdfstartview = {Fit},
|
||||||
|
pdfpagemode = {UseOutlines},
|
||||||
|
pdfview = {XYZ null null null}
|
||||||
|
}
|
||||||
|
\fi
|
||||||
|
\if@nojss
|
||||||
|
\AtBeginDocument{
|
||||||
|
\hypersetup{%
|
||||||
|
pdfauthor = {\@Hyperauthor},
|
||||||
|
pdftitle = {\@Plaintitle},
|
||||||
|
pdfkeywords = {\@Plainkeywords}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
\else
|
||||||
|
\AtBeginDocument{
|
||||||
|
\hypersetup{%
|
||||||
|
pdfauthor = {\@Hyperauthor},
|
||||||
|
pdftitle = {\@Plaintitle},
|
||||||
|
pdfsubject = {\@Hypersubject},
|
||||||
|
pdfkeywords = {\@Plainkeywords}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
\fi
|
||||||
|
\if@notitle
|
||||||
|
%% \AtBeginDocument{\maketitle}
|
||||||
|
\else
|
||||||
|
\@ifundefined{AddToHook}{\AtBeginDocument{\maketitle}}{\AddToHook{begindocument}[maketitle]{\maketitle}}
|
||||||
|
\fi
|
||||||
|
%% commands
|
||||||
|
\newcommand\code{\bgroup\@makeother\_\@makeother\~\@makeother\$\@codex}
|
||||||
|
\def\@codex#1{{\normalfont\ttfamily\hyphenchar\font=-1 #1}\egroup}
|
||||||
|
%%\let\code=\texttt
|
||||||
|
\let\proglang=\textsf
|
||||||
|
\newcommand{\pkg}[1]{{\fontseries{m}\fontseries{b}\selectfont #1}}
|
||||||
|
\newcommand{\email}[1]{\href{mailto:#1}{\normalfont\texttt{#1}}}
|
||||||
|
\ifx\csname urlstyle\endcsname\relax
|
||||||
|
\newcommand\@doi[1]{doi:\discretionary{}{}{}#1}\else
|
||||||
|
\newcommand\@doi{doi:\discretionary{}{}{}\begingroup
|
||||||
|
\urlstyle{tt}\Url}\fi
|
||||||
|
\newcommand{\doi}[1]{\href{https://doi.org/#1}{\normalfont\texttt{\@doi{#1}}}}
|
||||||
|
\newcommand{\E}{\mathsf{E}}
|
||||||
|
\newcommand{\VAR}{\mathsf{VAR}}
|
||||||
|
\newcommand{\COV}{\mathsf{COV}}
|
||||||
|
\newcommand{\Prob}{\mathsf{P}}
|
||||||
|
\endinput
|
||||||
|
%%
|
||||||
|
%% End of file `jss.cls'.
|
||||||
Binary file not shown.
|
|
@ -0,0 +1,152 @@
|
||||||
|
\documentclass[article]{jss}
|
||||||
|
|
||||||
|
\usepackage{thumbpdf, lmodern} % recommended by `JSS`
|
||||||
|
\usepackage{amsmath, amssymb, amstext}
|
||||||
|
% Configure `Sweave`
|
||||||
|
% Prevent `Sweave` to include its styles (line as is, already in `JSS` styles)
|
||||||
|
%% need no \usepackage{Sweave.sty}
|
||||||
|
%\SweaveUTF8
|
||||||
|
<<echo = FALSE>>=
|
||||||
|
options(prompt = "R> ", continue = "+ ", width = 70, useFancyQuotes = FALSE)
|
||||||
|
set.seed(1729) # taxicab number
|
||||||
|
@
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Typesetting %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
% \newcommand{\class}[1]{`\code{#1}'}
|
||||||
|
% \newcommand{\fct}[1]{\code{#1()}}
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Operators %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\renewcommand{\t}[1]{{#1}^{T}}
|
||||||
|
\renewcommand{\epsilon}{\varepsilon}
|
||||||
|
\renewcommand{\E}{\operatorname{\mathbb{E}}}
|
||||||
|
\newcommand{\var}{\operatorname{Var}}
|
||||||
|
% \newcommand{\sd}{\operatorname{sd}}
|
||||||
|
% \newcommand{\independent}{\operatorname{\bot\!\!\!\bot}}
|
||||||
|
% \newcommand{\stiefel}[2]{\operatorname{St_{#2}}(\mathbb{R}^{#1})}
|
||||||
|
% \newcommand{\grassmann}[2]{\operatorname{Gr_{#2}}(\mathbb{R}^{#1})}
|
||||||
|
% \newcommand{\orthogonalGroup}[1]{\operatorname{O}(#1)}
|
||||||
|
% \newcommand{\argmin}{\operatorname*{arg\,min}}
|
||||||
|
% \newcommand{\argmax}{\operatorname*{arg\,max}}
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Meta Information %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\author{Daniel Kapla\\TU Wien
|
||||||
|
\And Lukas Fertl\\TU Wien
|
||||||
|
\And Efstathia Bura\\TU Wien}
|
||||||
|
\Plainauthor{Daniel Kapla, Lukas Fertl, Efstathia Bura}
|
||||||
|
|
||||||
|
%% - \title{} in title case
|
||||||
|
%% - \Plaintitle{} without LaTeX markup (if any)
|
||||||
|
%% - \Shorttitle{} with LaTeX markup (if any), used as running title
|
||||||
|
\title{Conditional Variance Estimation With the \pkg{CVE} Package in \proglang{R}}
|
||||||
|
\Plaintitle{Conditional Variance Estimation With the CVE Package in R}
|
||||||
|
\Shorttitle{The \pkg{CVE} Package}
|
||||||
|
|
||||||
|
\Abstract{
|
||||||
|
Conditional variance estimation (CVE) is a novel sufficient dimension
|
||||||
|
reduction (SDR) method for regressions satisfying $\E(Y | X) = \E(Y | \t{B} X)$,
|
||||||
|
where $\t{B}X$ is a lower dimensional projection of the predictors. CVE,
|
||||||
|
similarly to its main competitor, the mean average variance estimation (MAVE),
|
||||||
|
is not based on inverse regression, and does not require the restrictive
|
||||||
|
linearity and constant variance conditions of moment based SDR methods. CVE
|
||||||
|
is data-driven and applies to additive error regressions with continuous
|
||||||
|
predictors and link function. Let $Y$ be a real univariate response and $X$
|
||||||
|
a real $p$-dimensional covariate vector. We assume that the dependence of
|
||||||
|
$Y$ and $X$ is modelled by
|
||||||
|
\begin{displaymath}
|
||||||
|
Y = g(\t{B}X) + \epsilon
|
||||||
|
\end{displaymath}
|
||||||
|
where $X$ is independent of $\epsilon$ with positive definite variance-covariance
|
||||||
|
matrix $\var(X) = \Sigma_X$. $\epsilon$ is a mean zero random variable with
|
||||||
|
finite $\var(\epsilon) = \E(\epsilon^2)$, $g$ is an unknown, continuous
|
||||||
|
non-constant function, and $B = (b_1 , ..., b_k)$ is a real $p \times k$
|
||||||
|
matrix of rank $k \leq p$. Without loss of generality $B$ is assumed to be
|
||||||
|
orthonormal.
|
||||||
|
}
|
||||||
|
|
||||||
|
%% - \Keywords{} with LaTeX markup, at least one required
|
||||||
|
%% - \Plainkeywords{} without LaTeX markup (if necessary)
|
||||||
|
%% - Should be comma-separated and in sentence case.
|
||||||
|
\Keywords{Dimension reduction, \proglang{R}}
|
||||||
|
\Plainkeywords{Dimension reduction, R}
|
||||||
|
|
||||||
|
%% - \Address{} of at least one author
|
||||||
|
%% - May contain multiple affiliations for each author
|
||||||
|
%% (in extra lines, separated by \emph{and}\\).
|
||||||
|
%% - May contain multiple authors for the same affiliation
|
||||||
|
%% (in the same first line, separated by comma).
|
||||||
|
\Address{
|
||||||
|
Daniel Kapla\\
|
||||||
|
Technische Universit\"at Wien\\
|
||||||
|
Institute of Statistics and Mathematical Methods in Economics\\
|
||||||
|
Faculty of Mathematics and Geoinformation\\
|
||||||
|
TU Wien, Vienna, Austria\\
|
||||||
|
E-mail: \email{daniel.kapla@tuwien.ac.at}\\
|
||||||
|
URL: \url{https://kapla.at}\\
|
||||||
|
\\
|
||||||
|
Lukas Fertl\\
|
||||||
|
Technische Universit\"at Wien\\
|
||||||
|
Institute of Statistics and Mathematical Methods in Economics\\
|
||||||
|
Faculty of Mathematics and Geoinformation\\
|
||||||
|
TU Wien, Vienna, Austria\\
|
||||||
|
E-mail: \email{lukas.fertl@tuwien.ac.at}\\
|
||||||
|
\\
|
||||||
|
Efstathia Bura\\
|
||||||
|
Technische Universit\"at Wien\\
|
||||||
|
Institute of Statistics and Mathematical Methods in Economics\\
|
||||||
|
Faculty of Mathematics and Geoinformation\\
|
||||||
|
TU Wien, Vienna, Austria
|
||||||
|
}
|
||||||
|
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Document %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
\begin{document}
|
||||||
|
|
||||||
|
\section[Introduction: Sufficient dimension reduction in R]{Introduction: Sufficient dimension reduction in \proglang{R}}\label{sec:intro}
|
||||||
|
|
||||||
|
A bit of text
|
||||||
|
<<>>=
|
||||||
|
library(CVE)
|
||||||
|
|
||||||
|
dataset <- function(n, p = 20, p.mix = 0.5, lambda = 1, sd = 0.5) {
|
||||||
|
B <- rep(1 / sqrt(p), p)
|
||||||
|
# B <- c(rep(1 / sqrt(p), p / 2), rep(-1 / sqrt(p), p / 2))
|
||||||
|
X <- matrix(rnorm(n * p), n, p)
|
||||||
|
X <- X + lambda * (2 * rbinom(n, 1, p.mix) - 1)
|
||||||
|
Y <- abs(X %*% B) + rnorm(n, 0, sd)
|
||||||
|
list(B = B, X = X, Y = Y)
|
||||||
|
}
|
||||||
|
|
||||||
|
ds <- dataset(100)
|
||||||
|
ds.test <- dataset(100)
|
||||||
|
@
|
||||||
|
Then we apply both methods, the \code{CVE} and the \code{MAVE} methods
|
||||||
|
<<>>=
|
||||||
|
fit.cve <- with(ds, cve(Y ~ X, k = 1))
|
||||||
|
fit.mave <- with(ds, MAVE::mave(Y ~ X, max.dim = 1, method = "meanMAVE"))
|
||||||
|
@
|
||||||
|
Get the estimated reduction matrices
|
||||||
|
<<>>=
|
||||||
|
B.cve <- coef(fit.cve, 1)
|
||||||
|
B.mave <- coef(fit.mave, 1)
|
||||||
|
@
|
||||||
|
and compute the prediction errors
|
||||||
|
<<>>=
|
||||||
|
Y.hat.cve <- with(ds.test, predict(fit.cve, X, 1))
|
||||||
|
Y.hat.mave <- with(ds.test, predict(fit.mave, X, 1))
|
||||||
|
# MSE - cve
|
||||||
|
mean((ds.test$Y - Y.hat.cve)^2)
|
||||||
|
# MSE - mave
|
||||||
|
mean((ds.test$Y - Y.hat.mave)^2)
|
||||||
|
@
|
||||||
|
and another bit of text
|
||||||
|
|
||||||
|
|
||||||
|
\newpage % required! Fixes vertical spacing problems with code chunks (last page)
|
||||||
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% Bibliography %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
||||||
|
%% - References need to be provided in a .bib BibTeX database.
|
||||||
|
%% - All references should be made with \cite, \citet, \citep, \citealp etc.
|
||||||
|
%% - `JSS` - specific markup (\proglang, \pkg, \code) should be used in the .bib.
|
||||||
|
%% - Titles in the .bib should be in title case.
|
||||||
|
%% - DOIs should be included where available.
|
||||||
|
\bibliography{refs}
|
||||||
|
|
||||||
|
\end{document}
|
||||||
|
|
@ -0,0 +1,35 @@
|
||||||
|
@Manual{R,
|
||||||
|
title = {\proglang{R}: {A} Language and Environment for Statistical Computing},
|
||||||
|
author = {{\proglang{R} Core Team}},
|
||||||
|
organization = {\proglang{R} Foundation for Statistical Computing},
|
||||||
|
address = {Vienna, Austria},
|
||||||
|
year = {2020},
|
||||||
|
url = {https://www.R-project.org/},
|
||||||
|
}
|
||||||
|
|
||||||
|
@Manual{pkg:MAVE,
|
||||||
|
title = {\pkg{MAVE}: Methods for Dimension Reduction},
|
||||||
|
author = {Hang Weiqiang and Xia Yingcun},
|
||||||
|
year = {2019},
|
||||||
|
note = {\proglang{R} package version 1.3.10},
|
||||||
|
url = {https://CRAN.R-project.org/package=MAVE}
|
||||||
|
}
|
||||||
|
|
||||||
|
@Book{pkg:MASS,
|
||||||
|
title = {Modern Applied Statistics with S},
|
||||||
|
author = {W. N. Venables and B. D. Ripley},
|
||||||
|
publisher = {Springer},
|
||||||
|
edition = {Fourth},
|
||||||
|
address = {New York},
|
||||||
|
year = {2002},
|
||||||
|
note = {ISBN 0-387-95457-0},
|
||||||
|
url = {http://www.stats.ox.ac.uk/pub/MASS4/}
|
||||||
|
}
|
||||||
|
|
||||||
|
@Manual{pkg:mda,
|
||||||
|
title = {\pkg{mda}: Mixture and Flexible Discriminant Analysis},
|
||||||
|
author = {S original by Trevor Hastie & Robert Tibshirani. Original R port by Friedrich Leisch and Kurt Hornik and Brian D. Ripley.},
|
||||||
|
year = {2017},
|
||||||
|
note = {\proglang{R} package version 0.4-10},
|
||||||
|
url = {https://CRAN.R-project.org/package=mda}
|
||||||
|
}
|
||||||
Loading…
Reference in New Issue