max_span: max_span

In JakubStats/marge: Multivariate Adaptive Regression splines using Generalized estimating Equations

max_span

Description

Truncates the predictor variable value to exclude extreme values in knots selection.

Usage

max_span(X_pred, q, alpha = 0.05)

Arguments

X_pred	: a vector of values for the predictor variable.
q	: the number of predictors used.
alpha	: see Friedman (1991) equation (45). The default is 0.05.

Details

Note that this equation comes from Friedman (1991) equation (45).

Value

max_span returns a vector of truncated predictor variable values.

Author(s)

Jakub Stoklosa and David I. Warton.

References

Friedman, J. (1991). Multivariate adaptive regression splines. The Annals of Statistics, 19, 1–67.

Stoklosa, J. and Warton, D.I. (2018). A generalized estimating equation approach to multivariate adaptive regression splines. Journal of Computational and Graphical Statistics, 27, 245–253.

JakubStats/marge documentation built on Feb. 25, 2024, 9:38 p.m.