regressionFunction.SpAM: SpAM Regression (Sparse Additive Model)

In rizbicki/FlexCoDE: Fits Flexible Conditional Estimator via Regression

Description

This function is typically not directly used by the user; it is used inside fitFlexCoDE

Usage

regressionFunction.SpAM(x, responses, extra = NULL)

Arguments

x	matrix with covariates that will be used for training
responses	matrix where each column is a response for the training data
extra	list with one component named sVec, which contains a vetor with different number of splins; the function will choose the best value among them. The list can also contain a component named nCores which contains the number of cores to be used for parallel computing. Default is one.

Value

object of the class SpAM containing information needed to perform prediction on new points

rizbicki/FlexCoDE documentation built on Feb. 10, 2022, 3:14 p.m.