R-acepack
Port variant |
std |
Summary |
ACE and AVAS multiple regression transformations |
Package version |
1.5.2 |
Homepage |
No known homepage |
Keywords |
cran |
Maintainer |
CRAN Automaton |
License |
Not yet specified |
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There are no other variants. |
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Port Directory | History |
Last modified |
29 JAN 2025, 04:36:39 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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Distribution File Information
fb993f9673fda6fb934160387b3ca8ae0c4e55d93941f3dbc00bcda0254eb2c9 26940 CRAN/acepack_1.5.2.tar.gz
Ports that require R-acepack:std