rTerm | R Documentation |
Wrapper functions for terms in gpe.
rTerm(x) lTerm(x, lb = -Inf, ub = Inf, scale = 1/0.4) eTerm(x, scale = 1/0.4)
x |
Input symbol. |
lb |
Lower quantile when winsorizing. |
ub |
Lower quantile when winsorizing. |
scale |
Inverse value to time |
The motivation to use wrappers is to ease getting the different terms as shown in the examples and to simplify the formula passed to cv.glmnet
in gpe
. lTerm
potentially rescales and/or winsorizes x
depending on the input. eTerm
potentially rescale x
depending on the input.
x
potentially transformed with additional information provided in the attributes.
Friedman, J. H., & Popescu, B. E. (2008). Predictive learning via rule ensembles. The Annals of Applied Statistics, 2(3), 916-954.
gpe
, gpe_trees
gpe_linear
gpe_earth
mt <- terms( ~ rTerm(x1 < 0) + rTerm(x2 > 0) + lTerm(x3) + eTerm(x4), specials = c("rTerm", "lTerm", "eTerm")) attr(mt, "specials") # $rTerm # [1] 1 2 # # $lTerm # [1] 3 # # $eTerm # [1] 4
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