Description Usage Arguments Value Author(s) References See Also Examples

Fits penalized additive isotonic models using a total variation penalty.

1 |

`x` |
Design matrix (without intercept). |

`y` |
Response value. |

`lambda` |
Value of the penalty parameter lambda. Can be either a single value or a vector, in which case the calculations are done sequentially, using the previous calculation as the |

`givebeta` |
If TRUE, output result as a vector instead of a |

`tol.target` |
Threshold at which Liso loss change is considered small enough for convergence. |

`weights` |
Observation weights. Should be a vector of length equal to the number of observations. |

`covweights` |
Covariate weights. Should be a vector of length equal to the number of covariates, or more if different weights are to be applied to positive and negative fits of non-monotone components. |

`feed` |
Initial values for backfitting calculation. By default, the zero fit is used. Any |

`trace` |
If TRUE, print diagnostic information as calculation is done. |

`monotone` |
Monotonicity pattern. Can be a single value, or a vector of length equal to the number of covariates. Takes values -1, 0, 1, indicating monotonically decreasing, non-monotonic, monotonically increasing respectively. |

`randomise` |
If TRUE, randomly permute the order of backfitting in each cycle. Usually slower, but possibly more stable. |

`huber` |
If less than Inf, huberization parameter for huberized liso. (Experimental) |

With a single value of `lambda`

, a `lisofit`

object is returned, which inherits from class `multistep`

. With more than one value, a list of `lisofit`

values are generated. `plot`

, `summary`

, `print`

, ``*``

and other methods exist.

Zhou Fang

Zhou Fang and Nicolai Meinshausen (2009),
*Liso for High Dimensional Additive Isotonic Regression*, available at
http://blah.com

1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 | ```
## Use the method on a simulated data set
set.seed(79)
n <- 100; p <- 50
## Simulate design matrix and response
x <- matrix(runif(n * p, min = -2.5, max = 2.5), nrow = n, ncol = p)
y <- scale(3 * (x[,1]< 0), scale=FALSE) + x[,2]^3 + rnorm(n)
## Try lambda = 2, lambda = 1
fits <- liso.backfit(x,y, c(2,1), monotone=c(-1,rep(1, 49)))
## plot the result for lambda = 2
plot(fits[[2]])
## Plot y-yhat plot
plot(y,fits[[2]] * x)
``` |

liso documentation built on May 29, 2017, 6:47 p.m.

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