bruto {mda} | R Documentation |
bruto(x, y, w, wp, dfmax, cost, maxit.select, maxit.backfit, thresh=0.0001, trace=T, start.linear=T, fit.object, ...)
x |
a matrix of numeric predictors (does not include the column of 1s) |
y |
a vector or matrix of responses |
w |
optional observation weight vector |
wp |
optional weight vector for each column of y; the RSS and GCV criteria use a weighted sum of squared residuals. |
dfmax |
a vector of maximum df (degrees of freedom) for each term |
cost |
cost per degree of freedom; default is 2. |
maxit.select |
maximum number of iterations during the selection stage |
maxit.backfit |
maximum number of iterations for the final backfit stage (with fixed lambda) |
thresh |
convergence threshold (default is 0.0001); iterations cease when the relative change in GCV is below this threshold |
trace |
logical flag. If TRUE (default) a progress
report is printed during the fitting. |
start.linear |
logical flag. If TRUE , the model starts
with the linear fit. |
fit.object |
This the object returned by bruto() ; if
supplied, the same model is fit to the presumeably new y. |
bruto
is
returned. The model is fit by adaptive backfitting using smoothing
splines. If there are np
columns in y
, then np
additive models are fit, but the same amount of smoothing (df) is
used for the jth term of each. The procedure chooses between
df = 0
(term omitted), df = 1
(term linear) or
df > 0
(term fitted by smoothing spline).
The model selection is based on an approximation to the GCV
criterion, which is used at each step of the backfitting
procedure. Once the selection process stops, the model is backfit
using the chosen amount of smoothing.
A bruto object has the following components of interest:
lambda |
a vector of chosen smoothing parameters, one for each column of x |
df |
the df chosen for each column of x |
type |
a factor with levels excluded , linear or
smooth , indicating the status of each column of x. |
gcv.select |
|
gcv.backfit |
|
df.select |
The sequence of gcv values and df selected during the execution of the function. |
nit |
The number of iterations used |
fitted.values |
a matrix of fitted values |
residuals |
a matrix of residuals |
call |
the call that produced this object |
Trevor Hastie and Rob Tibshirani, Generalized Additive Models, Chapman and Hall, 1990 (page 262).
Trevor Hastie, Rob Tibshirani and Andreas Buja ``Flexible Discriminant Analysis by Optimal Scoring'' AT\&T Bell Laboratories Technical Memorandum, February 1993.
data(trees) fit1 <- bruto(trees[,-3], trees[3]) fit1$type fit1$df # examine the fitted functions par(mfrow=c(1,2), pty="s") Xp <- matrix(sapply(trees[1:2], mean), nrow(trees), 2, byrow=T) for(i in 1:2) { xr <- sapply(trees, range) Xp1 <- Xp; Xp1[,i] <- seq(xr[1,i], xr[2,i], len=nrow(trees)) Xf <- predict(fit1, Xp1) plot(Xp1[ ,i], Xf, xlab=names(trees)[i], ylab="", type="l") }