mmsmodwts: Calculate model weights based on leave-n-out cross validation...

Description Usage Arguments Value Author(s) Examples

View source: R/mmsmodwts.R

Description

Resampling procedure for obtaining model weights with matrix regression models, similar to AIC weights.

Usage

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mmsmodwts(mats, model.names = NA, nrand, n, maxruns, progress = T)

Arguments

mats

A list of numeric matrices, all assumed to be the same dimensions and symmetric. Diagonals are not used. Off-diagonal non-finite values not allowed. The first entry taken to be the response.

model.names

A list of models to run LNOCV on. If not specified runs all combinations of predictors. Specification needs to be as numeric values that correspond to mats elements. Examples of model specifications: 2, 2:3, c(2,3,5).

nrand

The number of randomizations to perform

n

The number of sampling locations to leave out, must be at least 2.

maxruns

The maximum number of leave-n-outs to do - to be used if choose(dim(mats[[1]]),n) is very large. NA to use (or try to use) all LNOs. If maxruns is a number,then LNOs are selected randomly and hence may include repeats.

progress

T/F, should progress be printed to the screen? Default T.

Value

mmsmodwts return an object of class data frame consisting of

model.names

The name of the model, based on the indices of included predictors in mats

freq.top

The number of times it was the top model, across randomizations

num.pos

The possible number of LNOs for the given n and number of locations

num.att

The total number of LNOs attempted, total across randomizations

num.rnk

The number of LNOs that did not result in a rank deficiency regression problem, total across randomizations

num.usd

The number of LNOs that could be used in the end, total across randomizations

Author(s)

Tom Anderson, anderstl@gmail.edu; Daniel Reuman, reuman@ku.edu; Jon Walter, jaw3es@virginia.edu

Examples

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v2<-matrix(rnorm(100),10,10)
v2<-v2+t(v2)
v3<-matrix(rnorm(100),10,10)
v3<-v3+t(v3)
v4<-matrix(rnorm(100),10,10)
v4<-v4+t(v4)
err<-matrix(rnorm(100,sd=.1),10,10)
err<-err+t(err)
v1<-1*v2+2*v3+3*v4+1+err
mats<-list(v1=v1,v2=v2,v3=v3,v4=v4)
model.names<-NA
n<-2
#in a real application nrand should be larger 
nrand<-25 
maxruns<-Inf
h<-mmsmodwts(mats=mats,model.names=model.names,
             nrand=nrand,n=n,maxruns=maxruns,progress=FALSE)

reumandc/mms documentation built on May 28, 2019, 5:39 p.m.