Port variant standard
Summary ACE and AVAS multiple regression transformations
Package version 1.4.1
Homepage No known homepage
Keywords cran
Maintainer CRAN Automaton
License Not yet specified
Other variants There are no other variants.
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Last modified 11 FEB 2021, 15:40:28 UTC
Port created 11 FEB 2021, 15:40:28 UTC
Subpackage Descriptions
single acepack: ACE and AVAS for Selecting Multiple Regression Transformations Two nonparametric methods for multiple regression transform selection are provided. The first, Alternative Conditional Expectations (ACE), is an algorithm to find the fixed point of maximal correlation, i.e. it finds a set of transformed response variables that maximizes R^2 using smoothing functions [see Breiman, L., and J.H. Friedman. 1985. "Estimating Optimal Transformations for Multiple Regression and Correlation". Journal of the American Statistical Association. 80:580-598. <doi:10.1080/01621459.1985.10478157>]. Also included is the Additivity Variance Stabilization (AVAS) method which works better than ACE when correlation is low [see Tibshirani, R.. 1986. "Estimating Transformations for Regression via Additivity and Variance Stabilization". Journal of the American Statistical Association. 83:394-405. <doi:10.1080/01621459.1988.10478610>]. A good introduction to these two methods is in chapter 16 of Frank Harrel's "Regression Modeling Strategies" in the Springer Series in Statistics.
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Build (only) gmake:single:ravensys
Runtime (only) R:complete:standard
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Distribution File Information
82750507926f02a696f6cc03693e8d4a5ee7e92500c8c15a16a9c12addcd28b9 34848 CRAN/acepack_1.4.1.tar.gz
Ports that require R-acepack:standard
R-nlts:standard Nonlinear Time Series Analysis