./math/R-acepack, ACE and AVAS for selecting multiple regression transformations

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Branch: CURRENT, Version: 1.4.1, Package name: R-acepack-1.4.1, Maintainer: pkgsrc-users

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.


Required to run:
[lang/g95] [math/R]

Required to build:
[pkgtools/cwrappers]

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   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
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