backfitter: Backfitting for Additive Models

In ICEbox: Individual Conditional Expectation Plot Toolbox

Backfitting for Additive Models

Description

Fits a model of the form \hat{f}(x) = \hat{g}_{1}(x_S) + \hat{g}_{2}(x_C) using backfitting.

Usage

backfitter(
  X,
  y,
  predictor,
  fitMethod,
  predictfcn,
  eps = 0.01,
  iter.max = 10,
  verbose = TRUE,
  ...
)

Arguments

X	The design matrix.
y	The response vector.
predictor	The name or index of the predictor of interest (x_S).
fitMethod	A function that accepts X and y and returns a fitted model.
predictfcn	A function that accepts object and newdata and returns predictions.
eps	Convergence threshold.
iter.max	Maximum number of iterations.
verbose	If TRUE, prints progress messages.
...	Additional arguments passed to fitMethod.

Value

An object of class backfitter.

ICEbox documentation built on Jan. 12, 2026, 9:06 a.m.