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