update: CVE paper,

add: predict_dim doc,
altered method check to avid "may not initialized" warning

CVE/R/predict_dim.R

@@ -28,7 +28,7 @@ predict_dim_cv <- function(object) {
         k = as.integer(names(which.min(MSE)))
     ))
 }
-# TODO: write doc
+
 predict_dim_elbow <- function(object) {
     # extract original data from object (cve result)
     X <- object$X
@@ -122,24 +122,33 @@ predict_dim_wilcoxon <- function(object, p.value = 0.05) {
     ))
 }
 
-#' \code{"TODO: @Lukas"}
+#' Estimate Dimension of Reduction Space.
+#' 
+#' This function estimates the dimension of the mean dimension reduction space,
+#' i.e. number of columns of \eqn{B} matrix. The default method \code{'CV'}
+#' performs cross-validation using \code{mars}. Given
+#' \code{k = min.dim, ..., max.dim} a cross-validation via \code{mars} is
+#' performed on the dataset \eqn{(Y i, B_k' X_i)_{i = 1, ..., n}} where
+#' \eqn{B_k} is the \eqn{p \times k}{p x k} dimensional CVE estimate given
+#' \eqn{k}. The estimated SDR dimension is the \eqn{k} where the
+#' cross-validation mean squared error is the lowest. The method \code{'elbow'}
+#' estimates the dimension via \eqn{k = argmin_k L_n(V_{p − k})} where
+#' \eqn{V_{p − k}} is the CVE estimate of the orthogonal columnspace of
+#' \eqn{B_k}. Method \code{'wilcoxon'} is similar to \code{'elbow'} but finds
+#' the minimum using the wilcoxon-test.
 #' 
 #' @param object instance of class \code{cve} (result of \code{\link{cve}},
 #'  \code{\link{cve.call}}).
-#' @param method one of \code{"CV"}, \code{"elbow"} or \code{"wilcoxon"}.
+#' @param method This parameter specify which method will be used in dimension
+#'  estimation. It provides three methods \code{'CV'} (default), \code{'elbow'},
+#'  and \code{'wilcoxon'} to estimate the dimension of the SDR.
 #' @param ... ignored.
 #'
-#' @return list with \code{"k"} the predicted dimension and method dependent 
-#'      informatoin.
-#'
-#' @section Method cv:
-#' TODO: \code{"TODO: @Lukas"}.
-#'
-#' @section Method elbow:
-#' TODO: \code{"TODO: @Lukas"}.
-#'
-#' @section Method wilcoxon:
-#' TODO: \code{"TODO: @Lukas"}.
+#' @return list with
+#' \describe{
+#'    \item{}{cretirion of method for \code{k = min.dim, ..., max.dim}.}
+#'    \item{k}{estimated dimension as argmin over \eqn{k} of criterion.}
+#' }
 #'
 #' @examples
 #' # create B for simulation

CVE/man/predict_dim.Rd

@@ -2,7 +2,7 @@
 % Please edit documentation in R/predict_dim.R
 \name{predict_dim}
 \alias{predict_dim}
-\title{\code{"TODO: @Lukas"}}
+\title{Estimate Dimension of Reduction Space.}
 \usage{
 predict_dim(object, ..., method = "CV")
 }
@@ -12,30 +12,31 @@ predict_dim(object, ..., method = "CV")
 
 \item{...}{ignored.}
 
-\item{method}{one of \code{"CV"}, \code{"elbow"} or \code{"wilcoxon"}.}
+\item{method}{This parameter specify which method will be used in dimension
+estimation. It provides three methods \code{'CV'} (default), \code{'elbow'},
+and \code{'wilcoxon'} to estimate the dimension of the SDR.}
 }
 \value{
-list with \code{"k"} the predicted dimension and method dependent 
-     informatoin.
+list with
+\describe{
+   \item{}{cretirion of method for \code{k = min.dim, ..., max.dim}.}
+   \item{k}{estimated dimension as argmin over \eqn{k} of criterion.}
+}
 }
 \description{
-\code{"TODO: @Lukas"}
+This function estimates the dimension of the mean dimension reduction space,
+i.e. number of columns of \eqn{B} matrix. The default method \code{'CV'}
+performs cross-validation using \code{mars}. Given
+\code{k = min.dim, ..., max.dim} a cross-validation via \code{mars} is
+performed on the dataset \eqn{(Y i, B_k' X_i)_{i = 1, ..., n}} where
+\eqn{B_k} is the \eqn{p \times k}{p x k} dimensional CVE estimate given
+\eqn{k}. The estimated SDR dimension is the \eqn{k} where the
+cross-validation mean squared error is the lowest. The method \code{'elbow'}
+estimates the dimension via \eqn{k = argmin_k L_n(V_{p − k})} where
+\eqn{V_{p − k}} is the CVE estimate of the orthogonal columnspace of
+\eqn{B_k}. Method \code{'wilcoxon'} is similar to \code{'elbow'} but finds
+the minimum using the wilcoxon-test.
 }
-\section{Method cv}{
-
-TODO: \code{"TODO: @Lukas"}.
-}
-
-\section{Method elbow}{
-
-TODO: \code{"TODO: @Lukas"}.
-}
-
-\section{Method wilcoxon}{
-
-TODO: \code{"TODO: @Lukas"}.
-}
-
 \examples{
 # create B for simulation
 B <- rep(1, 5) / sqrt(5)

CVE/src/cve.c

@@ -82,19 +82,17 @@ void cve(const mat *X, const mat *Y, const double h,
         /* Compute losses */
         L = hadamard(-1.0, y1, y1, 1.0, copy(y2, L));
         /* Compute initial loss */
-        if (method == simple) {
-            loss_last = mean(L);
-            /* Calculate the scaling matrix S */
-            S = laplace(adjacence(L, Y, y1, D, W, gauss, S), workMem);
-        } else if (method == weighted) {
+        if (method == weighted) {
             colSumsK = elemApply(colSumsK, '-', 1.0, colSumsK);
             sumK = sum(colSumsK);
             loss_last = dot(L, '*', colSumsK) / sumK;
             c = agility / sumK;
             /* Calculate the scaling matrix S */
             S = laplace(adjacence(L, Y, y1, D, K, gauss, S), workMem);
-        } else {
-            // TODO: error handling!
+        } else { /* simple */
+            loss_last = mean(L);
+            /* Calculate the scaling matrix S */
+            S = laplace(adjacence(L, Y, y1, D, W, gauss, S), workMem);
         }
         /* Gradient */
         tmp1 = matrixprod(1.0, S, X, 0.0, tmp1);
@@ -139,14 +137,12 @@ void cve(const mat *X, const mat *Y, const double h,
             /* Compute losses */
             L = hadamard(-1.0, y1, y1, 1.0, copy(y2, L));
             /* Compute loss */
-            if (method == simple) {
-                loss = mean(L);
-            } else if (method == weighted) {
+            if (method == weighted) {
                 colSumsK = elemApply(colSumsK, '-', 1.0, colSumsK);
                 sumK = sum(colSumsK);
                 loss = dot(L, '*', colSumsK) / sumK;
-            } else {
-                // TODO: error handling!
+            } else { /* simple */
+                loss = mean(L);
             }
 
             /* Check if step is appropriate, iff not reduce learning rate. */
@@ -179,15 +175,13 @@ void cve(const mat *X, const mat *Y, const double h,
                 break;
             }
 
-            if (method == simple) {
-                /* Calculate the scaling matrix S */
-                S = laplace(adjacence(L, Y, y1, D, W, gauss, S), workMem);
-            } else if (method == weighted) {
+            if (method == weighted) {
                 /* Calculate the scaling matrix S */
                 S = laplace(adjacence(L, Y, y1, D, K, gauss, S), workMem);
                 c = agility / sumK; // n removed previousely
-            } else {
-                // TODO: error handling!
+            } else { /* simple */
+                /* Calculate the scaling matrix S */
+                S = laplace(adjacence(L, Y, y1, D, W, gauss, S), workMem);
             }
 
             /* Gradient */