anchor_regression: anchor_regression
In simzim96/AnchorRegression: Perform AnchorRegression

Description Usage Arguments Value Examples

View source: R/anchor_regression.R

Perform an Anchor Regression as described in Rothenhäusler et al.2020

1	anchor_regression(x, anchor, gamma, target_variable, lambda = "CV")

`x`	is a dataframe containing the matrix x containing the independent variables
`anchor`	is a dataframe containing the matrix anchor containing the anchor variable
`gamma`	is the regularization parameter for the Anchor Regression
`target_variable`	is the target variable name contained in the x dataframe
`lambda`	indicates the lambda that is used in the Anchor Regression. 'CV' is used if it should be estimated by cross validation on the full subset.

A list with coefficient values and a list with the respective names overview_print. Additionally the transformed data as x and y plus the fixed lambda coefficient.

x <- as.data.frame(matrix(data = rnorm(1000),nrow = 100,ncol = 10))
anchor <- as.data.frame(matrix(data = rnorm(200),nrow = 100,ncol = 2))
colnames(anchor) <- c('X1','X2')
gamma <- 2
target_variable <- 'V2'
anchor_regression(x, anchor, gamma, target_variable)