% Generated by roxygen2: do not edit by hand % Please edit documentation in R/CVE.R \name{cve} \alias{cve} \alias{cve.call} \title{Conditional Variance Estimator (CVE).} \usage{ cve(formula, data, method = "simple", max.dim = 10L, ...) cve.call(X, Y, method = "simple", nObs = sqrt(nrow(X)), h = NULL, min.dim = 1L, max.dim = 10L, k = NULL, tau = 1, tol = 0.001, epochs = 50L, attempts = 10L, logger = NULL) } \arguments{ \item{formula}{an object of class \code{"formula"} which is a symbolic description of the model to be fitted.} \item{data}{an optional data frame, containing the data for the formula if supplied.} \item{method}{specifies the CVE method variation as one of \itemize{ \item "simple" exact implementation as describet in the paper listed below. \item "weighted" variation with addaptive weighting of slices. }} \item{max.dim}{upper bounds for \code{k}, (ignored if \code{k} is supplied).} \item{...}{Parameters passed on to \code{cve.call}.} \item{X}{data matrix with samples in its rows.} \item{Y}{Responces (1 dimensional).} \item{nObs}{parameter for choosing bandwidth \code{h} using \code{\link{estimate.bandwidth}} (ignored if \code{h} is supplied).} \item{min.dim}{lower bounds for \code{k}, (ignored if \code{k} is supplied).} \item{k}{Dimension of lower dimensional projection, if given only the specified dimension is estimated.} \item{tau}{Initial step-size.} \item{tol}{Tolerance for break condition.} \item{epochs}{maximum number of optimization steps.} \item{attempts}{number of arbitrary different starting points.} \item{logger}{a logger function (only for addvanced user).} } \description{ TODO: reuse of package description and details!!!! } \examples{ library(CVE) # create dataset n <- 200 p <- 12 X <- matrix(rnorm(n * p), n, p) B <- cbind(c(1, rep(0, p - 1)), c(0, 1, rep(0, p - 2))) Y <- X \%*\% B Y <- Y[, 1L]^2 + Y[, 2L]^2 + rnorm(n, 0, 0.3) # Call the CVE method. dr <- cve(Y ~ X) round(dr[[2]]$B, 1) } \seealso{ For a detailed description of the formula parameter see [\code{\link{formula}}]. }