README.md

In jchrszcz/gemmR: General Monotone Model

gemmR

General Monotone Model in R. This is an R version of the non-parametric regression algorithm proposed by Dougherty & Thomas (2012). The algorithm works as follows:

1. Generate random weights with a genetic algorithm
2. Test the fit between the sum of the weighted predictors and an outcome using Bayesian Information Criterion based on tau-to-r transformation.
3. Select top 1/16th of candidate beta vectors, mutate and generate new weights, repeat for some number of generations.
4. Repeat entire process some number of times to check for convergence.

The resulting gemm object is an S3 class object. We're working on increasing usability and writing a proper vignette. Information on the basis for GeMM can be found in the original paper or the followup papers.

Installation

We recommend installing with devtools:

library(devtools)
install_github("jchrszcz/gemmR")

gemmR requires Rcpp, which also means you'll need a C++ compiler. Clear and reliably-updated directions for installing and troubleshooting those things are maintained at the STAN project page.

Parallel Usage

To make gemmR more consistent with other R packages, we've removed the parallel argument. Instead, we've added a helper function to take the output of a parallelization process (which might differ based on your preference and OS) and produce a gemm object. Here's an example, if you're using windows you might need to replace doMC with doSnow and %dopar% with %do%:

library(doMC)
registerDoMC()
fit <- foreach (i = 1:3) %dopar% {
      gemm(mpg ~ disp + cyl, data = mtcars, n.chains = 1, n.gens = 3, n.beta = 200)
    }
gemm.model <- list2gemm(fit)

New Version 1.3.03 (1-07-18)

• gave up on CRAN
• added C++11 flag to allow for compilation on Windows

Licensing

This program is free software: you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version.

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.

You should have received a copy of the GNU General Public License along with this program. If not, see http://www.gnu.org/licenses/.

jchrszcz/gemmR documentation built on May 18, 2019, 10:24 p.m.