regpreS:

In musto101/wilcox_R: What the package does (short line)

Usage

regpreS(x, y, regfun = lsfit, error = absfun, nboot = 100, mval = round(5 * log(length(y))), locfun = mean, pr = TRUE, xout = FALSE, outfun = out, plotit = TRUE, xlab = "Model Number", ylab = "Prediction Error", SEED = TRUE, ...)

Arguments

x
y
regfun
error
nboot
mval
locfun
pr
xout
outfun
plotit
xlab
ylab
SEED
...

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x, y, regfun = lsfit, error = absfun, nboot = 100, 
    mval = round(5 * log(length(y))), locfun = mean, pr = TRUE, 
    xout = FALSE, outfun = out, plotit = TRUE, xlab = "Model Number", 
    ylab = "Prediction Error", SEED = TRUE, ...) 
{
    if (SEED) 
        set.seed(2)
    q = ncol(x)
    qm1 = q - 1
    x <- as.matrix(x)
    d <- ncol(x)
    p1 <- d + 1
    temp <- elimna(cbind(x, y))
    x <- temp[, 1:d]
    y <- temp[, d + 1]
    x <- as.matrix(x)
    if (xout) {
        x <- as.matrix(x)
        flag <- outfun(x, SEED = FALSE, ...)$keep
        x <- x[flag, ]
        y <- y[flag]
        x <- as.matrix(x)
    }
    adit = NULL
    pval = c(1:ncol(x))
    allp = pval
    for (ip in 1:qm1) {
        model = list()
        for (j in 1:length(pval)) model[[j]] = c(adit, pval[j])
        temp = regpre(x, y, model = model, pr = FALSE, plotit = FALSE, 
            adz = FALSE, regfun = regfun, SEED = SEED)$estimates
        pbest = order(temp[, 5])
        adit = model[[pbest[1]]]
        pval = allp[-adit]
    }
    output = model[[pbest[1]]]
    output = c(output, allp[-output])
    output
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.