fix: some smaller change in the docs
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@ -5,8 +5,8 @@ directions <- function(object, k, ...) {
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#' Computes projected training data \code{X} for given dimension `k`.
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#'
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#' Returns \eqn{B'X}. That is the dimensional design matrix \eqn{X} on the
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#' columnspace of the cve-estimate for given dimension \eqn{k}.
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#' Returns \eqn{B'X}. That is, it computes the projection of the \eqn{n x p}
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#' design matrix \eqn{X} on the column space of \eqn{B} of dimension \eqn{k}.
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#'
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#' @param object an object of class \code{"cve"}, usually, a result of a call to
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#' \code{\link{cve}} or \code{\link{cve.call}}.
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@ -37,7 +37,6 @@
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#' # calculate cve with method 'simple' for k = 1
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#' set.seed(21)
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#' cve.obj.simple <- cve(y ~ x, k = k)
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#' print(cve.obj.simple$res$'1'$h)
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#' print(estimate.bandwidth(x, k = k))
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#' @export
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estimate.bandwidth <- function (X, k, nObs, version = 1L) {
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@ -2,9 +2,9 @@
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#'
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#' Boxplots of the output \code{L} from \code{\link{cve}} over \code{k} from
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#' \code{min.dim} to \code{max.dim}. For given \code{k}, \code{L} corresponds
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#' to \eqn{L_n(V, X_i)} where \eqn{V} is a stiefel manifold element as
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#' minimizer of
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#' \eqn{L_n(V)}, for further details see Fertl, L. and Bura, E. (2019).
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#' to \eqn{L_n(V, X_i)} where \eqn{V} is the minimizer of \eqn{L_n(V)} where
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#' \eqn{V} is an element of a Stiefel manifold (see
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#' Fertl, L. and Bura, E. (2019)).
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#'
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#' @param x an object of class \code{"cve"}, usually, a result of a call to
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#' \code{\link{cve}} or \code{\link{cve.call}}.
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@ -1,7 +1,7 @@
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#' Predict method for CVE Fits.
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#'
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#' Predict response using projected data \eqn{B'C} by fitting
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#' \eqn{g(B'C) + \epsilon} using \code{\link{mars}}.
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#' Predict response using projected data. The forward model \eqn{g(B' X)} is
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#' estimated with \code{\link{mars}} in the \code{\pkg{mda}} package.
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#'
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#' @param object an object of class \code{"cve"}, usually, a result of a call to
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#' \code{\link{cve}} or \code{\link{cve.call}}.
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@ -9,7 +9,7 @@
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#' @param k dimension of SDR space to be used for data projection.
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#' @param ... further arguments passed to \code{\link{mars}}.
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#'
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#' @return prediced response at \code{newdata}.
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#' @return prediced respone(s) for \code{newdata}.
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#'
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#' @examples
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#' # create B for simulation
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@ -122,31 +122,32 @@ predict_dim_wilcoxon <- function(object, p.value = 0.05) {
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))
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}
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#' Estimate Dimension of Reduction Space.
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#' Estimate Dimension of the Sufficient Reduction.
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#'
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#' This function estimates the dimension of the mean dimension reduction space,
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#' i.e. number of columns of \eqn{B} matrix. The default method \code{'CV'}
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#' performs l.o.o cross-validation using \code{mars}. Given
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#' \code{k = min.dim, ..., max.dim} a cross-validation via \code{mars} is
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#' This function estimates the dimension, i.e. the rank of \eqn{B}. The default
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#' method \code{'CV'} performs leave-one-out (LOO) cross-validation using
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#' \code{mars} as follows for \code{k = min.dim, ..., max.dim} a
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#' cross-validation via \code{mars} is
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#' performed on the dataset \eqn{(Y_i, B_k' X_i)_{i = 1, ..., n}} where
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#' \eqn{B_k} is the \eqn{p \times k}{p x k} dimensional CVE estimate. The
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#' estimated SDR dimension is the \eqn{k} where the
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#' cross-validation mean squared error is minimal. The method \code{'elbow'}
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#' estimates the dimension via \eqn{k = argmin_k L_n(V_{p - k})} where
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#' \eqn{V_{p - k}} is space that is orthogonal to the columns-space of the CVE estimate of \eqn{B_k}. Method \code{'wilcoxon'} is similar to \code{'elbow'}
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#' but finds the minimum using the wilcoxon-test.
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#' \eqn{V_{p - k}} is the space that is orthogonal to the column space of the
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#' CVE estimate of \eqn{B_k}. Method \code{'wilcoxon'} finds the minimum using
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#' the Wilcoxon test.
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#'
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#' @param object an object of class \code{"cve"}, usually, a result of a call to
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#' \code{\link{cve}} or \code{\link{cve.call}}.
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#' @param method This parameter specify which method will be used in dimension
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#' estimation. It provides three methods \code{'CV'} (default), \code{'elbow'},
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#' and \code{'wilcoxon'} to estimate the dimension of the SDR.
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#' @param method This parameter specifies which method is used in dimension
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#' estimation. It provides three options: \code{'CV'} (default),
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#' \code{'elbow'} and \code{'wilcoxon'}.
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#' @param ... ignored.
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#'
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#' @return list with
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#' @return A \code{list} with
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#' \describe{
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#' \item{}{cretirion of method for \code{k = min.dim, ..., max.dim}.}
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#' \item{k}{estimated dimension as argmin over \eqn{k} of criterion.}
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#' \item{}{criterion for method and \code{k = min.dim, ..., max.dim}.}
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#' \item{k}{estimated dimension is the minimizer of the criterion.}
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#' }
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#'
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#' @examples
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@ -1,7 +1,6 @@
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#' Prints a summary of a \code{cve} result.
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#' Prints summary statistics of the \eqn{L} \code{cve} component.
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#'
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#' Prints a summary statistics of output \code{L} from \code{cve} for
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#' \code{k = min.dim, ..., max.dim}.
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#' Prints a summary statistics of the \code{L} component of a \code{cve} object #' for \code{k = min.dim, ..., max.dim}.
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#'
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#' @param object an object of class \code{"cve"}, usually, a result of a call to
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#' \code{\link{cve}} or \code{\link{cve.call}}.
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@ -1,11 +1,13 @@
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#' Draws a sample from the invariant measure on the Stiefel manifold
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#' Random sample from Stiefel manifold.
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#'
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#' Draws a random sample from the invariant measure on the Stiefel manifold
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#' \eqn{S(p, q)}.
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#'
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#' @param p row dimension
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#' @param q col dimension
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#' @return \eqn{p \times q}{p x q} semi-orthogonal matrix.
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#' @return A \eqn{p \times q}{p x q} semi-orthogonal matrix.
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#' @examples
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#' V <- rStiefel(6, 4)
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#' V <- rStiefel(6, 4)
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#' @export
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rStiefel <- function(p, q) {
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return(qr.Q(qr(matrix(rnorm(p * q, 0, 1), p, q))))
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