The methodology consists in creating clusters of variables involved in a high dimensional linear regression model so as to reduce the dimensionality. A model-based approach is proposed and fitted using a Stochastic EM-Gibbs algorithm (SEM-Gibbs).
Overview : clere-package
Classes : Clere
, Pacs
Methods : plot
, clusters
, predict
, summary
Functions : fitClere
, fitPacs
Datasets : numExpRealData
, numExpSimData
, algoComp
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# Simple example using simulated data
# to see how to you the main function clere
library(clere)
x <- matrix(rnorm(50 * 100), nrow = 50, ncol = 100)
y <- rnorm(50)
model <- fitClere(y = y, x = x, g = 2, plotit = FALSE)
plot(model)
clus <- clusters(model, threshold = NULL)
predict(model, newx = x+1)
summary(model)
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