pSAVE: Partial Sliced Average Variance Estimator

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

Partial Sliced Average Variance Estimator

Usage

pSAVE(
  fo,
  cat.fo,
  data,
  rank = "all",
  slices = 3,
  ytype = c("numeric", "categorical")
)

Arguments

fo	model formula
cat.fo	a formula of the form "~categorical" with no left hand side, with the name of the categorical predictor over which partial subspaces will be integrated.
data	a data frame
rank	the desired number of sufficient predictors to return. the default is "all".
slices	the number of slices into which the response variable should be split. defaults to 3. for categorical response variables the maximum allowed is the number of response levels minus one. if set above this, it is silently adjusted.
ytype	either numeric or categorical

Value

an sdr object

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