LINREG: Linear Regression

In fdm2id: Data Mining and R Programming for Beginners

Linear Regression

Description

This function builds a linear regression model. Standard least square method, variable selection, factorial methods are available.

Usage

LINREG(
  x,
  y,
  quali = c("none", "intercept", "slope", "both"),
  reg = c("linear", "subset", "ridge", "lasso", "elastic", "pcr", "plsr"),
  regeval = c("r2", "bic", "adjr2", "cp", "msep"),
  scale = TRUE,
  lambda = 10^seq(-5, 5, length.out = 101),
  alpha = 0.5,
  graph = TRUE,
  tune = FALSE,
  ...
)

Arguments

x	Predictor matrix.
y	Response vector.
quali	Indicates how to use the qualitative variables.
reg	The algorithm.
regeval	The evaluation criterion for subset selection.
scale	If true, PCR and PLS use scaled dataset.
lambda	The lambda parameter of Ridge, Lasso and Elastic net regression.
alpha	The elasticnet mixing parameter.
graph	A logical indicating whether or not graphics should be plotted (ridge, LASSO and elastic net).
tune	If true, the function returns paramters instead of a classification model.
...	Other parameters.

Value

The classification model, as an object of class model-class.

See Also

lm, regsubsets, mvr, glmnet

Examples

## Not run: 
require (datasets)
# With one independant variable
data (cars)
LINREG (cars [, -2], cars [, 2])
# With two independant variables
data (trees)
LINREG (trees [, -3], trees [, 3])
# With non numeric variables
data (ToothGrowth)
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], quali = "intercept") # Different intersept
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], quali = "slope") # Different slope
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], quali = "both") # Complete model
# With multiple numeric variables
data (mtcars)
LINREG (mtcars [, -1], mtcars [, 1])
LINREG (mtcars [, -1], mtcars [, 1], reg = "subset", regeval = "adjr2")
LINREG (mtcars [, -1], mtcars [, 1], reg = "ridge")
LINREG (mtcars [, -1], mtcars [, 1], reg = "lasso")
LINREG (mtcars [, -1], mtcars [, 1], reg = "elastic")
LINREG (mtcars [, -1], mtcars [, 1], reg = "pcr")
LINREG (mtcars [, -1], mtcars [, 1], reg = "plsr")

## End(Not run)

fdm2id documentation built on July 9, 2023, 6:05 p.m.