Description Usage Arguments Value References

computes a generalized (weighted) functional ANOVA decomposition of a prediction function, giving the best additive decomposition of the prediction function in terms of squared error.

1 2 3 |

`data` |
a |

`vars` |
a |

`n` |
a |

`model` |
the first argument to |

`predict.fun` |
a |

`weight.fun` |
a |

a `data.table`

with columns for a grid of points of the `vars`

, a (set of) column(s) that correspond to the estimated effect of those features/covariates on the prediction function, and a column `effect`

which indicates which subset of the covariates/features each estimate belongs to.

Giles Hooker. Generalized Functional ANOVA Diagnostics for High Dimensional Functions of Dependent Variables, Journal of Computational and Graphical Statistics, Vol. 16, No. 3 (2007), pp. 709-732.

zmjones/fanova documentation built on May 4, 2019, 11:24 p.m.

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