getCTechST: Getting the List of Options CTechST for 'compContourM1/2u'

In modQR: Multiple-Output Directional Quantile Regression

Getting the List of Options CTechST for compContourM1/2u

Description

The functions getCTechSTM1u and getCTechSTM2u set the default list of options CTechST for computing all the directional (regression) quantiles by means of compContourM1u and compContourM2u, respectively.

Usage

getCTechSTM1u()
getCTechSTM2u()

Arguments

none

Details

Fortunately, the default list of options usually leads to a satisfactory performance in all but very large problems.

Value

Both getCTechSTM1u and getCTechSTM2u produce a list with a few components whose default values are stated below after the equality sign.

The components OutFilePrefS and getCharST are initialized in a method-specific way.

The components CubRegWiseI, ArchAllFI, and SkipRedI are relevant only if D2SpecI is zero or if the dimension of directions/responses is higher than two, i.e., if the breadth-first search algorithm is used.

Most of the components are generated by both functions. Nevertheless, the component SkipRedI is only generated by getCTechSTM2u and used by compContourM2u.

The output components are as follows:

ReportI	= 0; if some information (such as the progress of computation) is displayed on the screen (1) or not (0). The display mode may slightly slow down the computation, especially when the dimension of responses is higher than two. On the other hand, it shows the new value of the quantile level (Tau) (if the input one has been changed internally), the initial L2-normed directional vector used (U0Vec), the number of failures to find an initial solution (NNotFound), the number of found initial solutions not having the right number of clearly nonzero coordinates (NBad), and also the width of each layer of the breadth-first search algorithm if it is employed.
OutSaveI	= 0; if the detailed output is stored in file(s) into the working directory (1) or not (0). The file output seems necessary only for very large problems if some information about individual cones has to be recorded (such as all the regression quantile hyperplanes used for the regression quantile contour computation).
D2SpecI	= 1; this option is relevant only for bivariate directions/responses and determines if the cones are visited counter-clockwise (1) or by means of the breadth-first search algorithm as in the general case (0). The default option (1) leads to a more precise and reliable computation than the other.
BriefOutputI	= 1; if the brief (1) or verbose (0) output is prepared by compContourM1/2u. Even the default option (1) is sufficient for almost all common applications. See also getCharSTM1u and getCharSTM2u for the description of the possible method-specific file output in both cases.
CubRegWiseI	= 1; if the directional space is divided into orthants investigated separately (1) or not (0). On the one hand, the default option (1) splits the problem into smaller ones. On the other hand, it also generates some artificial cones with at least one facet in the orthant borders.
ArchAllFI	= 1; if all the past cone facet identifiers (1) or only those from the last few layers (0) are stored during the computation. The default option (1) makes the computation more likely to terminate successfully than the other. Unfortunately, it is also slower and more memory demanding. If the dimension of responses is higher than three, then ArchAllFI = 1 is considered internally by compContourM1/2u no matter what the input CTechST actually says.
SkipRedI	= 0; if the information should be skipped (1) or stored (0) also from the cones with all non-artificial facets already known (such cones are redundant/irrelevant with probability one if only all the quantile regression hyperplanes necessary for the quantile contour computation are required from compContourM2u). The skipping makes the output smaller but maybe also slightly less reliable. It also affects the reliability of the information regarding the inner points; see compContourM2u.
OutFilePrefS	= ‘DQOutputM1_’/‘DQOutputM2_’; the prefix of possible output file name(s).
getCharST	= getCharSTM1u/getCharSTM2u; the function computing some overall characteristics that can be replaced with a user-defined one. See getCharSTM1u and getCharSTM2u for the default choices.

Examples

##- a typical use of getCTechSTM1u: 
##computing all directional 0.01-quantiles of 49 random points 
##(uniformly distributed in the unit cube centered at zero) 
##after changing the default settings 
Tau  <- 0.01
XMat <- matrix(1, 49, 1)
YMat <- matrix(runif(3*49, -0.5, 0.5), 49, 3)
CTechST <- getCTechSTM1u()
CTechST$ReportI <- 1
COutST <- compContourM1u(Tau, YMat, XMat, CTechST)

modQR documentation built on May 11, 2022, 5:18 p.m.