zeitzeiger: Train and test a ZeitZeiger predictor.

Description Usage Arguments Value See Also

View source: R/zeitzeiger_predict.R

Description

zeitzeiger sequentially calls zeitzeigerFit, zeitzeigerSpc, and zeitzeigerPredict.

Usage

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zeitzeiger(xTrain, timeTrain, xTest, fitMeanArgs = list(rparm = NA, nknots =
  3), constVar = TRUE, fitVarArgs = list(rparm = NA), nTime = 10,
  useSpc = TRUE, sumabsv = 2, orth = TRUE, nSpc = 2, betaSv = FALSE,
  timeRange = seq(0, 1, 0.01))

Arguments

xTrain

Matrix of measurements for training data, observations in rows and features in columns.

timeTrain

Vector of values of the periodic variable for training observations, where 0 corresponds to the lowest possible value and 1 corresponds to the highest possible value.

xTest

Matrix of measurements for test data, observations in rows and features in columns.

fitMeanArgs

List of arguments to pass to bigspline for fitting mean of each SPC.

constVar

Logical indicating whether to assume constant variance as a function of the periodic variable.

fitVarArgs

List of arguments to pass to bigspline for fitting variance of each SPC. Unused if constVar==TRUE.

nTime

Number of time-points by which to discretize the time-dependent behavior of each feature. Corresponds to the number of rows in the matrix for which the SPCs will be calculated.

useSpc

Logical indicating whether to use SPC (default) or svd.

sumabsv

L1-constraint on the SPCs, passed to SPC.

orth

Logical indicating whether to require left singular vectors be orthogonal to each other, passed to SPC.

nSpc

Vector of the number of SPCs to use for prediction. If NA (default), nSpc will become 1:K, where K is the number of SPCs in spcResult. Each value in nSpc will correspond to one prediction for each test observation. A value of 2 means that the prediction will be based on the first 2 SPCs.

betaSv

Logical indicating whether to use the singular values of the SPCs as weights in the likelihood calculation.

timeRange

Vector of values of the periodic variable at which to calculate likelihood. The time with the highest likelihood is used as the initial value for the MLE optimizer.

Value

fitResult

Result from zeitzeigerFit

spcResult

Result from zeitzeigerSpc

predResult

Result from zeitzeigerPredict

See Also

zeitzeigerFit, zeitzeigerSpc, zeitzeigerPredict


jakejh/zeitzeiger documentation built on Nov. 22, 2017, 2:06 a.m.