From 5638821b85a6d0b5b1707df460d18b5c1c5bbe52 Mon Sep 17 00:00:00 2001 From: daniel Date: Mon, 25 Nov 2019 20:51:02 +0100 Subject: [PATCH] sync: man --- CVE_C/man/cve.call.Rd | 86 ++++++++++++++++++++++++++++++++++++++++ CVE_C/man/predict.dim.Rd | 24 +++++++++++ 2 files changed, 110 insertions(+) create mode 100644 CVE_C/man/cve.call.Rd create mode 100644 CVE_C/man/predict.dim.Rd diff --git a/CVE_C/man/cve.call.Rd b/CVE_C/man/cve.call.Rd new file mode 100644 index 0000000..d5e5076 --- /dev/null +++ b/CVE_C/man/cve.call.Rd @@ -0,0 +1,86 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/CVE.R +\name{cve.call} +\alias{cve.call} +\title{Conditional Variance Estimator (CVE).} +\usage{ +cve.call(X, Y, method = "simple", nObs = sqrt(nrow(X)), h = NULL, + min.dim = 1L, max.dim = 10L, k = NULL, momentum = 0, tau = 1, + tol = 0.001, slack = 0, gamma = 0.5, V.init = NULL, + max.iter = 50L, attempts = 10L, logger = NULL) +} +\arguments{ +\item{X}{data matrix with samples in its rows.} + +\item{Y}{Responses (1 dimensional).} + +\item{nObs}{parameter for choosing bandwidth \code{h} using +\code{\link{estimate.bandwidth}} (ignored if \code{h} is supplied).} + +\item{h}{bandwidth or function to estimate bandwidth, defaults to internaly +estimated bandwidth.} + +\item{min.dim}{lower bounds for \code{k}, (ignored if \code{k} is supplied).} + +\item{max.dim}{upper bounds for \code{k}, (ignored if \code{k} is supplied).} + +\item{k}{Dimension of lower dimensional projection, if \code{k} is given +only the specified dimension \code{B} matrix is estimated.} + +\item{momentum}{number of [0, 1) giving the ration of momentum for eucledian +gradient update with a momentum term.} + +\item{tau}{Initial step-size.} + +\item{tol}{Tolerance for break condition.} + +\item{slack}{Positive scaling to allow small increases of the loss while +optimizing.} + +\item{gamma}{step-size reduction multiple.} + +\item{V.init}{Semi-orthogonal matrix of dimensions `(ncol(X), ncol(X) - k)` #' as optimization starting value. (If supplied, \code{attempts} is +set to 1 and \code{k} to match dimension)} + +\item{max.iter}{maximum number of optimization steps.} + +\item{attempts}{number of arbitrary different starting points.} + +\item{logger}{a logger function (only for advanced user, significantly slows +down the computation).} +} +\value{ +an S3 object of class \code{cve} with components: +\describe{ + \item{X}{Original training data,} + \item{Y}{Responce of original training data,} + \item{method}{Name of used method,} + \item{call}{the matched call,} + \item{res}{list of components \code{V, L, B, loss, h} and \code{k} for + each \eqn{k=min.dim,...,max.dim} (dimension).} +} +} +\description{ +Conditional Variance Estimation (CVE) is a novel sufficient dimension +reduction (SDR) method for regressions satisfying \eqn{E(Y|X) = E(Y|B'X)}, +where \eqn{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. The effectiveness and accuracy of +CVE compared to MAVE and other SDR techniques is demonstrated in simulation +studies. CVE is shown to outperform MAVE in some model set-ups, while it +remains largely on par under most others. +Let \eqn{Y} be real denotes a univariate response and \eqn{X} a real +\eqn{p}-dimensional covariate vector. We assume that the dependence of +\eqn{Y} and \eqn{X} is modelled by +\deqn{Y = g(B'X) + \epsilon} +where \eqn{X} is independent of \eqn{\epsilon} with positive definite +variance-covariance matrix \eqn{Var(X) = \Sigma_X}. \eqn{\epsilon} is a mean +zero random variable with finite \eqn{Var(\epsilon) = E(\epsilon^2)}, \eqn{g} +is an unknown, continuous non-constant function, +and \eqn{B = (b_1, ..., b_k)} is +a real \eqn{p \times k}{p x k} of rank \eqn{k <= p}{k \leq p}. +Without loss of generality \eqn{B} is assumed to be orthonormal. +} diff --git a/CVE_C/man/predict.dim.Rd b/CVE_C/man/predict.dim.Rd new file mode 100644 index 0000000..08f4490 --- /dev/null +++ b/CVE_C/man/predict.dim.Rd @@ -0,0 +1,24 @@ +% Generated by roxygen2: do not edit by hand +% Please edit documentation in R/predict_dim.R +\name{predict.dim} +\alias{predict.dim} +\title{Predicts SDR dimension using \code{\link[mda]{mars}} via a Cross-Validation.} +\usage{ +predict.dim(object, ...) +} +\arguments{ +\item{object}{instance of class \code{cve} (result of \code{cve}, +\code{cve.call}).} + +\item{...}{ignored.} +} +\value{ +list with +\itemize{ + \item MSE: Mean Square Error, + \item k: predicted dimensions. +} +} +\description{ +Predicts SDR dimension using \code{\link[mda]{mars}} via a Cross-Validation. +}