s_GLS: Generalized Least Squares [R]
In egenn/rtemis: Machine Learning and Visualization

s_GLS

R Documentation

Generalized Least Squares [R]

Description

Train a Generalized Least Squares regression model using nlme::gls

Usage

s_GLS(
  x,
  y = NULL,
  x.test = NULL,
  y.test = NULL,
  x.name = NULL,
  y.name = NULL,
  interactions = FALSE,
  nway.interactions = 0,
  covariate = NULL,
  weights = NULL,
  intercept = TRUE,
  print.plot = FALSE,
  plot.fitted = NULL,
  plot.predicted = NULL,
  plot.theme = rtTheme,
  na.action = na.exclude,
  question = NULL,
  verbose = TRUE,
  trace = 0,
  outdir = NULL,
  save.mod = ifelse(!is.null(outdir), TRUE, FALSE),
  ...
)

Arguments

`x`	Numeric vector or matrix / data frame of features i.e. independent variables
`y`	Numeric vector of outcome, i.e. dependent variable
`x.test`	Numeric vector or matrix / data frame of testing set features Columns must correspond to columns in `x`
`y.test`	Numeric vector of testing set outcome
`x.name`	Character: Name for feature set
`y.name`	Character: Name for outcome
`interactions`	List of character pairs denoting column names in `x` that should be entered as interaction terms in the GLM formula
`nway.interactions`	Integer: Include n-way interactions. This integer defines the n in: `formula = y ~^n`
`covariate`	Character: Name of column. Will include interactions between all features this variable.
`weights`	Numeric vector: Weights for cases. For classification, `weights` takes precedence over `ifw`, therefore set `weights = NULL` if using `ifw`. Note: If `weight` are provided, `ifw` is not used. Leave NULL if setting `ifw = TRUE`.
`intercept`	Logical: If TRUE, fit an intercept term.
`print.plot`	Logical: if TRUE, produce plot using `mplot3` Takes precedence over `plot.fitted` and `plot.predicted`.
`plot.fitted`	Logical: if TRUE, plot True (y) vs Fitted
`plot.predicted`	Logical: if TRUE, plot True (y.test) vs Predicted. Requires `x.test` and `y.test`
`plot.theme`	Character: "zero", "dark", "box", "darkbox"
`na.action`	How to handle missing values. See `?na.fail`
`question`	Character: the question you are attempting to answer with this model, in plain language.
`verbose`	Logical: If TRUE, print summary to screen.
`trace`	Integer: If higher than 0, will print more information to the console.
`outdir`	Path to output directory. If defined, will save Predicted vs. True plot, if available, as well as full model output, if `save.mod` is TRUE
`save.mod`	Logical: If TRUE, save all output to an RDS file in `outdir` `save.mod` is TRUE by default if an `outdir` is defined. If set to TRUE, and no `outdir` is defined, outdir defaults to `paste0("./s.", mod.name)`
`...`	Additional arguments

Value

rtMod

Author(s)

E.D. Gennatas

Other Supervised Learning: s_AdaBoost(), s_AddTree(), s_BART(), s_BRUTO(), s_BayesGLM(), s_C50(), s_CART(), s_CTree(), s_EVTree(), s_GAM(), s_GBM(), s_GLM(), s_GLMNET(), s_GLMTree(), s_H2ODL(), s_H2OGBM(), s_H2ORF(), s_HAL(), s_KNN(), s_LDA(), s_LM(), s_LMTree(), s_LightCART(), s_LightGBM(), s_MARS(), s_MLRF(), s_NBayes(), s_NLA(), s_NLS(), s_NW(), s_PPR(), s_PolyMARS(), s_QDA(), s_QRNN(), s_RF(), s_RFSRC(), s_Ranger(), s_SDA(), s_SGD(), s_SPLS(), s_SVM(), s_TFN(), s_XGBoost(), s_XRF()