Browse Source

renamed package (naming conflict with bioconductor)

tags/1.0
Daniel Kapla 7 months ago
parent
commit
c554ae6e9c
43 changed files with 1 additions and 2333 deletions
  1. +1
    -0
      .gitattributes
  2. +0
    -0
      CVarE/DESCRIPTION
  3. +0
    -0
      CVarE/NAMESPACE
  4. +0
    -0
      CVarE/R/CVE.R
  5. +0
    -0
      CVarE/R/coef.R
  6. +0
    -0
      CVarE/R/datasets.R
  7. +0
    -0
      CVarE/R/directions.R
  8. +0
    -0
      CVarE/R/estimateBandwidth.R
  9. +0
    -0
      CVarE/R/predict.R
  10. +0
    -0
      CVarE/R/predict_dim.R
  11. +0
    -0
      CVarE/R/summary.R
  12. +0
    -0
      CVarE/R/util.R
  13. +0
    -0
      CVarE/man/CVE-package.Rd
  14. +0
    -0
      CVarE/man/coef.cve.Rd
  15. +0
    -0
      CVarE/man/cve.Rd
  16. +0
    -0
      CVarE/man/cve.call.Rd
  17. +0
    -0
      CVarE/man/dataset.Rd
  18. +0
    -0
      CVarE/man/directions.cve.Rd
  19. +0
    -0
      CVarE/man/estimate.bandwidth.Rd
  20. +0
    -0
      CVarE/man/null.Rd
  21. +0
    -0
      CVarE/man/predict.cve.Rd
  22. +0
    -0
      CVarE/man/predict_dim.Rd
  23. +0
    -0
      CVarE/man/rStiefel.Rd
  24. +0
    -0
      CVarE/man/rgnorm.Rd
  25. +0
    -0
      CVarE/man/rlaplace.Rd
  26. +0
    -0
      CVarE/man/rmvnorm.Rd
  27. +0
    -0
      CVarE/man/rmvt.Rd
  28. +0
    -0
      CVarE/man/summary.cve.Rd
  29. +0
    -0
      CVarE/src/Makevars
  30. +0
    -0
      CVarE/src/Makevars.win
  31. +0
    -0
      CVarE/src/callLogger.c
  32. +0
    -0
      CVarE/src/cve.c
  33. +0
    -0
      CVarE/src/cve.h
  34. +0
    -0
      CVarE/src/cve_subroutines.c
  35. +0
    -0
      CVarE/src/export.c
  36. +0
    -0
      CVarE/src/init.c
  37. +0
    -0
      CVarE/src/matrix.c
  38. +0
    -0
      CVarE/src/rStiefel.c
  39. +0
    -1653
      LaTeX/jss.bst
  40. +0
    -490
      LaTeX/jss.cls
  41. BIN
      LaTeX/jsslogo.jpg
  42. +0
    -152
      LaTeX/main.Rnw
  43. +0
    -35
      LaTeX/refs.bib

+ 1
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.gitattributes View File

@@ -1 +1,2 @@
*.pdf filter=lfs diff=lfs merge=lfs -text
*.jpg filter=lfs diff=lfs merge=lfs -text

CVE/DESCRIPTION → CVarE/DESCRIPTION View File


CVE/NAMESPACE → CVarE/NAMESPACE View File


CVE/R/CVE.R → CVarE/R/CVE.R View File


CVE/R/coef.R → CVarE/R/coef.R View File


CVE/R/datasets.R → CVarE/R/datasets.R View File


CVE/R/directions.R → CVarE/R/directions.R View File


CVE/R/estimateBandwidth.R → CVarE/R/estimateBandwidth.R View File


CVE/R/predict.R → CVarE/R/predict.R View File


CVE/R/predict_dim.R → CVarE/R/predict_dim.R View File


CVE/R/summary.R → CVarE/R/summary.R View File


CVE/R/util.R → CVarE/R/util.R View File


CVE/man/CVE-package.Rd → CVarE/man/CVE-package.Rd View File


CVE/man/coef.cve.Rd → CVarE/man/coef.cve.Rd View File


CVE/man/cve.Rd → CVarE/man/cve.Rd View File


CVE/man/cve.call.Rd → CVarE/man/cve.call.Rd View File


CVE/man/dataset.Rd → CVarE/man/dataset.Rd View File


CVE/man/directions.cve.Rd → CVarE/man/directions.cve.Rd View File


CVE/man/estimate.bandwidth.Rd → CVarE/man/estimate.bandwidth.Rd View File


CVE/man/null.Rd → CVarE/man/null.Rd View File


CVE/man/predict.cve.Rd → CVarE/man/predict.cve.Rd View File


CVE/man/predict_dim.Rd → CVarE/man/predict_dim.Rd View File


CVE/man/rStiefel.Rd → CVarE/man/rStiefel.Rd View File


CVE/man/rgnorm.Rd → CVarE/man/rgnorm.Rd View File


CVE/man/rlaplace.Rd → CVarE/man/rlaplace.Rd View File


CVE/man/rmvnorm.Rd → CVarE/man/rmvnorm.Rd View File


CVE/man/rmvt.Rd → CVarE/man/rmvt.Rd View File


CVE/man/summary.cve.Rd → CVarE/man/summary.cve.Rd View File


CVE/src/Makevars → CVarE/src/Makevars View File


CVE/src/Makevars.win → CVarE/src/Makevars.win View File


CVE/src/callLogger.c → CVarE/src/callLogger.c View File


CVE/src/cve.c → CVarE/src/cve.c View File


CVE/src/cve.h → CVarE/src/cve.h View File


CVE/src/cve_subroutines.c → CVarE/src/cve_subroutines.c View File


CVE/src/export.c → CVarE/src/export.c View File


CVE/src/init.c → CVarE/src/init.c View File


CVE/src/matrix.c → CVarE/src/matrix.c View File


CVE/src/rStiefel.c → CVarE/src/rStiefel.c View File


+ 0
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LaTeX/jss.bst
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+ 0
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LaTeX/jss.cls View File

@@ -1,490 +0,0 @@
%%
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%% sections, subsections, and subsubsections
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pdfauthor = {\@Hyperauthor},
pdftitle = {\@Plaintitle},
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%% \AtBeginDocument{\maketitle}
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%% commands
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%%
%% End of file `jss.cls'.

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% Configure `Sweave`
% Prevent `Sweave` to include its styles (line as is, already in `JSS` styles)
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@

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% \newcommand{\class}[1]{`\code{#1}'}
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\newcommand{\var}{\operatorname{Var}}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% 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
- 35
LaTeX/refs.bib View File

@@ -1,35 +0,0 @@
@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}
}

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