additive: An additive model regression estimator for pointwise...
In regpro: Nonparametric Regression
Description
Usage
Arguments
Value
Author(s)
See Also
Examples
Description
Computes the value of a regression function estimator at one point,
when the estimator is based on the additive model.
Usage
1
Arguments
x
n*d data matrix; the matrix of the values of the explanatory variables
y
n vector; the values of the response variable
arg
d-vector; the point where the estimate is evaluated
eval
either NULL or a n*d matrix; the matrix that gives the evaluations
of the coordinate functions at the data points
h
a positive real number; the smoothing parameter of the kernel estimate
kernel
a character; determines the kernel function;
either "gauss" or "uniform"
M
integer >=2; the number of iterations
vect
TRUE or FALSE; internal parameter
Value
list of eval, value, and valvec;
"eval" is a n*d matrix of the evaluations of the estimated component functions
at the data points; "value" is a real number giving the estimated value
of the regression function at one point; "valvec" is d vector giving the
estimated values of the component functions at one point
Author(s)
Jussi Klemela
See Also
Examples
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
set.seed(1)
n<-100
d<-2
x<-8*matrix(runif(n*d),n,d)-3
C<-(2*pi)^(-d/2)
phi<-function(x){ return( C*exp(-sum(x^2)/2) ) }
D<-3; c1<-c(0,0); c2<-D*c(1,0); c3<-D*c(1/2,sqrt(3)/2)
func<-function(x){phi(x-c1)+phi(x-c2)+phi(x-c3)}
y<-matrix(0,n,1)
for (i in 1:n) y[i]<-func(x[i,])+0.01*rnorm(1)
additive(x,y)
arg<-c(0,0)
additive(x,y,arg=arg)
Example output
Loading required package: denpro
$eval
[,1] [,2]
[1,] -7.172071e-03 0.001535543
[2,] 1.285765e-02 0.032163115
[3,] 1.970865e-02 0.018085249
[4,] -7.003033e-03 -0.039865253
[5,] -2.208652e-02 0.004483553
[6,] -6.286951e-03 0.003796269
[7,] -9.475963e-03 -0.017452517
[8,] 1.400992e-02 0.027898151
[9,] 1.637496e-02 -0.034159604
[10,] -4.720841e-02 0.009533881
[11,] -2.109442e-02 -0.038705689
[12,] -2.772971e-02 -0.008843645
[13,] 1.187459e-02 0.032473197
[14,] 1.439730e-02 0.032739325
[15,] 4.560298e-03 -0.012898793
[16,] 2.136915e-02 -0.040748339
[17,] 9.241008e-03 -0.006646655
[18,] -1.223440e-02 -0.023453697
[19,] 1.389239e-02 0.031520496
[20,] 3.873803e-03 0.003556192
[21,] -8.829614e-03 -0.039808922
[22,] -1.965897e-02 0.025485119
[23,] 1.471825e-02 0.027064721
[24,] -3.785325e-02 -0.006547252
[25,] -6.781702e-03 -0.012014099
[26,] 1.463995e-02 0.030767185
[27,] -5.191503e-02 0.023172109
[28,] 1.418663e-02 0.002316106
[29,] -4.079318e-03 0.007811129
[30,] 8.008102e-03 0.009992048
[31,] 2.116663e-02 0.013182803
[32,] 1.829257e-02 -0.029015520
[33,] 2.133612e-02 -0.036936098
[34,] -2.559822e-02 0.003180748
[35,] -5.551084e-04 -0.034612153
[36,] 1.339978e-02 0.009634141
[37,] 2.364148e-03 0.015369481
[38,] -4.082023e-02 0.020876141
[39,] 8.703366e-03 -0.039348045
[40,] 1.729601e-02 0.023706219
[41,] 2.584916e-06 -0.002256477
[42,] 1.506855e-02 0.009118162
[43,] 3.379247e-03 0.010426689
[44,] 2.051629e-02 0.015222282
[45,] 2.115045e-02 -0.008505691
[46,] 2.801798e-03 0.030903997
[47,] -5.109650e-02 -0.006114986
[48,] 2.105928e-02 -0.010888183
[49,] 7.938731e-03 -0.023053671
[50,] 1.139317e-02 -0.027271314
[51,] 2.106870e-02 0.007185866
[52,] -3.396481e-03 0.015959447
[53,] 1.936589e-02 0.029292545
[54,] -1.197678e-02 0.030846382
[55,] -4.613091e-02 0.024778714
[56,] -4.214364e-02 -0.004636039
[57,] 3.633233e-03 0.020311144
[58,] 2.131710e-02 -0.029380192
[59,] 1.391473e-02 0.019787742
[60,] 1.687786e-02 0.003663427
[61,] -7.336160e-03 0.021327224
[62,] -9.669224e-04 -0.031018638
[63,] 2.046083e-02 0.031525084
[64,] 6.626178e-03 -0.015549692
[65,] 1.477963e-02 -0.029294215
[66,] -8.894406e-03 0.033731365
[67,] 2.109052e-02 -0.031668061
[68,] 4.879315e-03 0.030204196
[69,] -4.434825e-02 -0.007748159
[70,] -4.525285e-03 0.030474303
[71,] 7.790779e-03 0.004919076
[72,] -1.588006e-03 -0.024085910
[73,] 9.061730e-03 -0.026172538
[74,] 6.870591e-03 0.034057540
[75,] 2.103751e-02 0.033845227
[76,] -5.824829e-03 -0.031059258
[77,] -3.649990e-03 0.002969572
[78,] 1.509497e-02 -0.010114121
[79,] 3.885035e-03 0.008558794
[80,] -1.046271e-02 -0.031927107
[81,] 1.914337e-02 0.023192192
[82,] 9.688540e-03 -0.001938384
[83,] 1.619216e-02 -0.030000694
[84,] 5.349621e-03 0.024350095
[85,] 5.712593e-03 -0.028855320
[86,] -2.185359e-02 -0.002476363
[87,] 9.810232e-03 -0.012471372
[88,] -3.852901e-02 -0.007852828
[89,] -1.181460e-02 -0.036039590
[90,] -3.457385e-02 0.017464253
[91,] -1.319166e-02 -0.006132615
[92,] -4.753910e-02 0.034032022
[93,] 1.542494e-02 -0.023963374
[94,] -4.599768e-03 -0.034482403
[95,] 3.741279e-03 0.020991463
[96,] 2.089848e-03 0.010769518
[97,] 2.029564e-02 -0.021849954
[98,] 1.718614e-02 -0.024071215
[99,] 8.860866e-04 0.027639356
[100,] 1.796896e-02 -0.015955952
$value
NULL
$valvec
NULL
$eval
[,1] [,2]
[1,] -7.172071e-03 0.001535543
[2,] 1.285765e-02 0.032163115
[3,] 1.970865e-02 0.018085249
[4,] -7.003033e-03 -0.039865253
[5,] -2.208652e-02 0.004483553
[6,] -6.286951e-03 0.003796269
[7,] -9.475963e-03 -0.017452517
[8,] 1.400992e-02 0.027898151
[9,] 1.637496e-02 -0.034159604
[10,] -4.720841e-02 0.009533881
[11,] -2.109442e-02 -0.038705689
[12,] -2.772971e-02 -0.008843645
[13,] 1.187459e-02 0.032473197
[14,] 1.439730e-02 0.032739325
[15,] 4.560298e-03 -0.012898793
[16,] 2.136915e-02 -0.040748339
[17,] 9.241008e-03 -0.006646655
[18,] -1.223440e-02 -0.023453697
[19,] 1.389239e-02 0.031520496
[20,] 3.873803e-03 0.003556192
[21,] -8.829614e-03 -0.039808922
[22,] -1.965897e-02 0.025485119
[23,] 1.471825e-02 0.027064721
[24,] -3.785325e-02 -0.006547252
[25,] -6.781702e-03 -0.012014099
[26,] 1.463995e-02 0.030767185
[27,] -5.191503e-02 0.023172109
[28,] 1.418663e-02 0.002316106
[29,] -4.079318e-03 0.007811129
[30,] 8.008102e-03 0.009992048
[31,] 2.116663e-02 0.013182803
[32,] 1.829257e-02 -0.029015520
[33,] 2.133612e-02 -0.036936098
[34,] -2.559822e-02 0.003180748
[35,] -5.551084e-04 -0.034612153
[36,] 1.339978e-02 0.009634141
[37,] 2.364148e-03 0.015369481
[38,] -4.082023e-02 0.020876141
[39,] 8.703366e-03 -0.039348045
[40,] 1.729601e-02 0.023706219
[41,] 2.584916e-06 -0.002256477
[42,] 1.506855e-02 0.009118162
[43,] 3.379247e-03 0.010426689
[44,] 2.051629e-02 0.015222282
[45,] 2.115045e-02 -0.008505691
[46,] 2.801798e-03 0.030903997
[47,] -5.109650e-02 -0.006114986
[48,] 2.105928e-02 -0.010888183
[49,] 7.938731e-03 -0.023053671
[50,] 1.139317e-02 -0.027271314
[51,] 2.106870e-02 0.007185866
[52,] -3.396481e-03 0.015959447
[53,] 1.936589e-02 0.029292545
[54,] -1.197678e-02 0.030846382
[55,] -4.613091e-02 0.024778714
[56,] -4.214364e-02 -0.004636039
[57,] 3.633233e-03 0.020311144
[58,] 2.131710e-02 -0.029380192
[59,] 1.391473e-02 0.019787742
[60,] 1.687786e-02 0.003663427
[61,] -7.336160e-03 0.021327224
[62,] -9.669224e-04 -0.031018638
[63,] 2.046083e-02 0.031525084
[64,] 6.626178e-03 -0.015549692
[65,] 1.477963e-02 -0.029294215
[66,] -8.894406e-03 0.033731365
[67,] 2.109052e-02 -0.031668061
[68,] 4.879315e-03 0.030204196
[69,] -4.434825e-02 -0.007748159
[70,] -4.525285e-03 0.030474303
[71,] 7.790779e-03 0.004919076
[72,] -1.588006e-03 -0.024085910
[73,] 9.061730e-03 -0.026172538
[74,] 6.870591e-03 0.034057540
[75,] 2.103751e-02 0.033845227
[76,] -5.824829e-03 -0.031059258
[77,] -3.649990e-03 0.002969572
[78,] 1.509497e-02 -0.010114121
[79,] 3.885035e-03 0.008558794
[80,] -1.046271e-02 -0.031927107
[81,] 1.914337e-02 0.023192192
[82,] 9.688540e-03 -0.001938384
[83,] 1.619216e-02 -0.030000694
[84,] 5.349621e-03 0.024350095
[85,] 5.712593e-03 -0.028855320
[86,] -2.185359e-02 -0.002476363
[87,] 9.810232e-03 -0.012471372
[88,] -3.852901e-02 -0.007852828
[89,] -1.181460e-02 -0.036039590
[90,] -3.457385e-02 0.017464253
[91,] -1.319166e-02 -0.006132615
[92,] -4.753910e-02 0.034032022
[93,] 1.542494e-02 -0.023963374
[94,] -4.599768e-03 -0.034482403
[95,] 3.741279e-03 0.020991463
[96,] 2.089848e-03 0.010769518
[97,] 2.029564e-02 -0.021849954
[98,] 1.718614e-02 -0.024071215
[99,] 8.860866e-04 0.027639356
[100,] 1.796896e-02 -0.015955952
$value
[1] 0.1038264
$valvec
[,1]
[1,] 0.01473350
[2,] 0.03566291
regpro documentation built on May 1, 2019, 10:21 p.m.
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Description Usage Arguments Value Author(s) See Also Examples
Description
Computes the value of a regression function estimator at one point, when the estimator is based on the additive model.
Usage
1 |
Arguments
x |
n*d data matrix; the matrix of the values of the explanatory variables |
y |
n vector; the values of the response variable |
arg |
d-vector; the point where the estimate is evaluated |
eval |
either NULL or a n*d matrix; the matrix that gives the evaluations of the coordinate functions at the data points |
h |
a positive real number; the smoothing parameter of the kernel estimate |
kernel |
a character; determines the kernel function; either "gauss" or "uniform" |
M |
integer >=2; the number of iterations |
vect |
TRUE or FALSE; internal parameter |
Value
list of eval, value, and valvec; "eval" is a n*d matrix of the evaluations of the estimated component functions at the data points; "value" is a real number giving the estimated value of the regression function at one point; "valvec" is d vector giving the estimated values of the component functions at one point
Author(s)
Jussi Klemela
See Also
Examples
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 | set.seed(1)
n<-100
d<-2
x<-8*matrix(runif(n*d),n,d)-3
C<-(2*pi)^(-d/2)
phi<-function(x){ return( C*exp(-sum(x^2)/2) ) }
D<-3; c1<-c(0,0); c2<-D*c(1,0); c3<-D*c(1/2,sqrt(3)/2)
func<-function(x){phi(x-c1)+phi(x-c2)+phi(x-c3)}
y<-matrix(0,n,1)
for (i in 1:n) y[i]<-func(x[i,])+0.01*rnorm(1)
additive(x,y)
arg<-c(0,0)
additive(x,y,arg=arg)
|
Example output
Loading required package: denpro
$eval
[,1] [,2]
[1,] -7.172071e-03 0.001535543
[2,] 1.285765e-02 0.032163115
[3,] 1.970865e-02 0.018085249
[4,] -7.003033e-03 -0.039865253
[5,] -2.208652e-02 0.004483553
[6,] -6.286951e-03 0.003796269
[7,] -9.475963e-03 -0.017452517
[8,] 1.400992e-02 0.027898151
[9,] 1.637496e-02 -0.034159604
[10,] -4.720841e-02 0.009533881
[11,] -2.109442e-02 -0.038705689
[12,] -2.772971e-02 -0.008843645
[13,] 1.187459e-02 0.032473197
[14,] 1.439730e-02 0.032739325
[15,] 4.560298e-03 -0.012898793
[16,] 2.136915e-02 -0.040748339
[17,] 9.241008e-03 -0.006646655
[18,] -1.223440e-02 -0.023453697
[19,] 1.389239e-02 0.031520496
[20,] 3.873803e-03 0.003556192
[21,] -8.829614e-03 -0.039808922
[22,] -1.965897e-02 0.025485119
[23,] 1.471825e-02 0.027064721
[24,] -3.785325e-02 -0.006547252
[25,] -6.781702e-03 -0.012014099
[26,] 1.463995e-02 0.030767185
[27,] -5.191503e-02 0.023172109
[28,] 1.418663e-02 0.002316106
[29,] -4.079318e-03 0.007811129
[30,] 8.008102e-03 0.009992048
[31,] 2.116663e-02 0.013182803
[32,] 1.829257e-02 -0.029015520
[33,] 2.133612e-02 -0.036936098
[34,] -2.559822e-02 0.003180748
[35,] -5.551084e-04 -0.034612153
[36,] 1.339978e-02 0.009634141
[37,] 2.364148e-03 0.015369481
[38,] -4.082023e-02 0.020876141
[39,] 8.703366e-03 -0.039348045
[40,] 1.729601e-02 0.023706219
[41,] 2.584916e-06 -0.002256477
[42,] 1.506855e-02 0.009118162
[43,] 3.379247e-03 0.010426689
[44,] 2.051629e-02 0.015222282
[45,] 2.115045e-02 -0.008505691
[46,] 2.801798e-03 0.030903997
[47,] -5.109650e-02 -0.006114986
[48,] 2.105928e-02 -0.010888183
[49,] 7.938731e-03 -0.023053671
[50,] 1.139317e-02 -0.027271314
[51,] 2.106870e-02 0.007185866
[52,] -3.396481e-03 0.015959447
[53,] 1.936589e-02 0.029292545
[54,] -1.197678e-02 0.030846382
[55,] -4.613091e-02 0.024778714
[56,] -4.214364e-02 -0.004636039
[57,] 3.633233e-03 0.020311144
[58,] 2.131710e-02 -0.029380192
[59,] 1.391473e-02 0.019787742
[60,] 1.687786e-02 0.003663427
[61,] -7.336160e-03 0.021327224
[62,] -9.669224e-04 -0.031018638
[63,] 2.046083e-02 0.031525084
[64,] 6.626178e-03 -0.015549692
[65,] 1.477963e-02 -0.029294215
[66,] -8.894406e-03 0.033731365
[67,] 2.109052e-02 -0.031668061
[68,] 4.879315e-03 0.030204196
[69,] -4.434825e-02 -0.007748159
[70,] -4.525285e-03 0.030474303
[71,] 7.790779e-03 0.004919076
[72,] -1.588006e-03 -0.024085910
[73,] 9.061730e-03 -0.026172538
[74,] 6.870591e-03 0.034057540
[75,] 2.103751e-02 0.033845227
[76,] -5.824829e-03 -0.031059258
[77,] -3.649990e-03 0.002969572
[78,] 1.509497e-02 -0.010114121
[79,] 3.885035e-03 0.008558794
[80,] -1.046271e-02 -0.031927107
[81,] 1.914337e-02 0.023192192
[82,] 9.688540e-03 -0.001938384
[83,] 1.619216e-02 -0.030000694
[84,] 5.349621e-03 0.024350095
[85,] 5.712593e-03 -0.028855320
[86,] -2.185359e-02 -0.002476363
[87,] 9.810232e-03 -0.012471372
[88,] -3.852901e-02 -0.007852828
[89,] -1.181460e-02 -0.036039590
[90,] -3.457385e-02 0.017464253
[91,] -1.319166e-02 -0.006132615
[92,] -4.753910e-02 0.034032022
[93,] 1.542494e-02 -0.023963374
[94,] -4.599768e-03 -0.034482403
[95,] 3.741279e-03 0.020991463
[96,] 2.089848e-03 0.010769518
[97,] 2.029564e-02 -0.021849954
[98,] 1.718614e-02 -0.024071215
[99,] 8.860866e-04 0.027639356
[100,] 1.796896e-02 -0.015955952
$value
NULL
$valvec
NULL
$eval
[,1] [,2]
[1,] -7.172071e-03 0.001535543
[2,] 1.285765e-02 0.032163115
[3,] 1.970865e-02 0.018085249
[4,] -7.003033e-03 -0.039865253
[5,] -2.208652e-02 0.004483553
[6,] -6.286951e-03 0.003796269
[7,] -9.475963e-03 -0.017452517
[8,] 1.400992e-02 0.027898151
[9,] 1.637496e-02 -0.034159604
[10,] -4.720841e-02 0.009533881
[11,] -2.109442e-02 -0.038705689
[12,] -2.772971e-02 -0.008843645
[13,] 1.187459e-02 0.032473197
[14,] 1.439730e-02 0.032739325
[15,] 4.560298e-03 -0.012898793
[16,] 2.136915e-02 -0.040748339
[17,] 9.241008e-03 -0.006646655
[18,] -1.223440e-02 -0.023453697
[19,] 1.389239e-02 0.031520496
[20,] 3.873803e-03 0.003556192
[21,] -8.829614e-03 -0.039808922
[22,] -1.965897e-02 0.025485119
[23,] 1.471825e-02 0.027064721
[24,] -3.785325e-02 -0.006547252
[25,] -6.781702e-03 -0.012014099
[26,] 1.463995e-02 0.030767185
[27,] -5.191503e-02 0.023172109
[28,] 1.418663e-02 0.002316106
[29,] -4.079318e-03 0.007811129
[30,] 8.008102e-03 0.009992048
[31,] 2.116663e-02 0.013182803
[32,] 1.829257e-02 -0.029015520
[33,] 2.133612e-02 -0.036936098
[34,] -2.559822e-02 0.003180748
[35,] -5.551084e-04 -0.034612153
[36,] 1.339978e-02 0.009634141
[37,] 2.364148e-03 0.015369481
[38,] -4.082023e-02 0.020876141
[39,] 8.703366e-03 -0.039348045
[40,] 1.729601e-02 0.023706219
[41,] 2.584916e-06 -0.002256477
[42,] 1.506855e-02 0.009118162
[43,] 3.379247e-03 0.010426689
[44,] 2.051629e-02 0.015222282
[45,] 2.115045e-02 -0.008505691
[46,] 2.801798e-03 0.030903997
[47,] -5.109650e-02 -0.006114986
[48,] 2.105928e-02 -0.010888183
[49,] 7.938731e-03 -0.023053671
[50,] 1.139317e-02 -0.027271314
[51,] 2.106870e-02 0.007185866
[52,] -3.396481e-03 0.015959447
[53,] 1.936589e-02 0.029292545
[54,] -1.197678e-02 0.030846382
[55,] -4.613091e-02 0.024778714
[56,] -4.214364e-02 -0.004636039
[57,] 3.633233e-03 0.020311144
[58,] 2.131710e-02 -0.029380192
[59,] 1.391473e-02 0.019787742
[60,] 1.687786e-02 0.003663427
[61,] -7.336160e-03 0.021327224
[62,] -9.669224e-04 -0.031018638
[63,] 2.046083e-02 0.031525084
[64,] 6.626178e-03 -0.015549692
[65,] 1.477963e-02 -0.029294215
[66,] -8.894406e-03 0.033731365
[67,] 2.109052e-02 -0.031668061
[68,] 4.879315e-03 0.030204196
[69,] -4.434825e-02 -0.007748159
[70,] -4.525285e-03 0.030474303
[71,] 7.790779e-03 0.004919076
[72,] -1.588006e-03 -0.024085910
[73,] 9.061730e-03 -0.026172538
[74,] 6.870591e-03 0.034057540
[75,] 2.103751e-02 0.033845227
[76,] -5.824829e-03 -0.031059258
[77,] -3.649990e-03 0.002969572
[78,] 1.509497e-02 -0.010114121
[79,] 3.885035e-03 0.008558794
[80,] -1.046271e-02 -0.031927107
[81,] 1.914337e-02 0.023192192
[82,] 9.688540e-03 -0.001938384
[83,] 1.619216e-02 -0.030000694
[84,] 5.349621e-03 0.024350095
[85,] 5.712593e-03 -0.028855320
[86,] -2.185359e-02 -0.002476363
[87,] 9.810232e-03 -0.012471372
[88,] -3.852901e-02 -0.007852828
[89,] -1.181460e-02 -0.036039590
[90,] -3.457385e-02 0.017464253
[91,] -1.319166e-02 -0.006132615
[92,] -4.753910e-02 0.034032022
[93,] 1.542494e-02 -0.023963374
[94,] -4.599768e-03 -0.034482403
[95,] 3.741279e-03 0.020991463
[96,] 2.089848e-03 0.010769518
[97,] 2.029564e-02 -0.021849954
[98,] 1.718614e-02 -0.024071215
[99,] 8.860866e-04 0.027639356
[100,] 1.796896e-02 -0.015955952
$value
[1] 0.1038264
$valvec
[,1]
[1,] 0.01473350
[2,] 0.03566291
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