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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: REGRESSION TERM PLOTS
# termPlot Line Plot
# termPersp Perspective Plot
# termContour Contour Plot
################################################################################
test.termPlot <-
function()
{
x <- regSim(model = "LM3", n = 100)
lmfit <- regFit(Y ~ X1 + X2 + X3, data = x, use = "lm")
# Simulate Data - a data frame:
DATA <- regSim(model = "GAM3", n = 100)
utils::head(DATA)
class(DATA)
# Convert to a timeSeries object:
DATATS <- as.timeSeries(DATA)
utils::head(DATATS)
class(DATATS)
require(mgcv)
# Fit:
LM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "lm")
RLM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "rlm")
AM = regFit(Y ~ 1 + X1 + X2 + X3, DATATS, use = "gam")
PPR = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr")
PPR4 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr", nterms = 4)
POLYMARS = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "polymars")
NNET = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet")
NNET6 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet", size = 6)
## TODO: Term Plot:
## par(ask = FALSE)
## par(mfrow = c(1, 1))
## termPlot(LM)
## termPlot(RLM)
## termPlot(AM)
## termPlot(PPR)
## termPlot(POLYMARS)
## termPlot(NNET)
## TODO:
## par(ask = FALSE)
## par(mfrow = c(1, 1))
## termPlot(LM, terms = "X1")
## termPlot(RLM, terms = "X1")
## termPlot(AM, terms = "X1")
## termPlot(PPR, terms = "X1")
## termPlot(PPR4, terms = "X1")
## termPlot(POLYMARS, terms = "X1")
## termPlot(NNET, terms = "X1")
## termPlot(NNET6, terms = "X1")
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.termPersp <-
function()
{
# Simulate Data - a data frame:
DATA <- regSim(model = "GAM3", n = 100)
utils::head(DATA)
class(DATA)
# Convert to a timeSeries object:
DATATS <- as.timeSeries(DATA)
utils::head(DATATS)
class(DATATS)
require(mgcv)
# Fit:
LM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "lm")
RLM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "rlm")
AM = regFit(Y ~ 1 + s(X1)+s(X2)+s(X3), DATATS, use = "gam")
PPR = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr")
PPR4 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr", nterms = 4)
POLYMARS = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "polymars")
NNET = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet")
NNET6 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet", size = 6)
## TODO: Bivariate Perspective Term Plot:
## par(ask = FALSE)
## par(mfrow = c(1, 1))
## termPersp(LM, terms = c("X1", "X2"))
## termPersp(RLM, terms = c("X1", "X2"))
## termPersp(AM, terms = c("X1", "X2"))
## termPersp(PPR, terms = c("X1", "X2"))
## termPersp(PPR4, terms = c("X1", "X2"))
## termPersp(POLYMARS, terms = c("X1", "X2"))
## termPersp(NNET, terms = c("X1", "X2"))
## termPersp(NNET6, terms = c("X1", "X2"))
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.termContour <-
function()
{
# Simulate Data - a data frame:
DATA = regSim(model = "GAM3", n = 100)
utils::head(DATA)
class(DATA)
# Convert to a timeSeries object:
DATATS = as.timeSeries(DATA)
utils::head(DATATS)
class(DATATS)
require(mgcv)
# Fit:
LM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "lm")
RLM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "rlm")
AM = regFit(Y ~ 1 + s(X1)+s(X2)+s(X3), DATATS, use = "gam")
PPR = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr")
PPR4 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "ppr", nterms = 4)
POLYMARS = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "polymars")
NNET = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet")
NNET6 = regFit(Y ~ X1 + X2 + X3, data = DATATS, use = "nnet", size = 6)
## TODO: Bivariate Contour Term Plot:
## par(ask = FALSE)
## par(mfrow = c(1, 1))
## termContour(LM, terms = c("X1", "X2"))
## termContour(RLM, terms = c("X1", "X2"))
## termContour(AM, terms = c("X1", "X2"))
## termContour(PPR, terms = c("X1", "X2"))
## termContour(PPR4, terms = c("X1", "X2"))
## termContour(POLYMARS, terms = c("X1", "X2"))
## termContour(NNET, terms = c("X1", "X2"))
## termContour(NNET6, terms = c("X1", "X2"))
# Return Value:
return()
}
# ------------------------------------------------------------------------------
test.termComparison <-
function()
{
# Simulate Data - a data frame:
DATA = regSim(model = "GAM3", n = 100)
utils::head(DATA)
class(DATA)
# Convert to a timeSeries object:
DATATS = as.timeSeries(DATA)
utils::head(DATATS)
class(DATATS)
require(mgcv)
## TODO:
if (FALSE) {
# Comparison:
par(ask = FALSE)
par(mfrow = c(1, 1))
LM = regFit(Y ~ 1 + X1 + X2 + X3, data = DATATS, use = "lm")
termPlot(LM)
AM = regFit(Y ~ 1 + s(X1)+s(X2)+s(X3), data = DATATS, use = "gam")
termPlot(AM)
am = gam(formula = Y ~ s(X1) + s(X2) + s(X3), data = DATA)
for (s in 1:3) {
plot(am, residuals = residuals(am), se = TRUE,
main = "AM", cex = 0.7, select = s, pch = 19); grid()
}
}
# Return Value:
return()
}
###############################################################################
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