CR: Contour Regression

Description Usage Arguments Value References

View source: R/suffDimReduct.R

Description

The idea behind contour regression (CR) is that when considering a surface S the central dimension reduction subspace represents the directions in which the height of S changes the most. In other words, the central subspace is aligned with the gradients of S. Gradient directions are orthogonal to the contours, where the height of S remains constant. Hence, the central subspace can be approximated by finding the orthogonal complement to the contour directions (Li, Zha, & Chiaromonte, 2005).

Usage

1
CR(formula, data, rank = "all", pct = 0.075)

Arguments

formula

a model formula

data

a data frame

rank

the desired number of sufficient predictors to return. the default is "all".

pct

the span. should be a number greater than zero and less than one.

Value

an sdr object

References

Li, B.; Zha, H.; Chiaromonte, F. (2005) Contour regression: A general approach to dimension reduction. Ann. Statist. 33, 4, 1580-1616. doi:10.1214/009053605000000192.


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.