# NOT RUN {
# Munich rent data from catdata package
data("rent", package = "catdata")
# The considered predictors are the same as in
# Gertheiss and Tutz (Ann. Appl. Stat., 2010).
# Response is monthly rent per square meter in Euro
# Urban district in Munich
rent$area <- as.factor(rent$area)
# Decade of construction
rent$year <- as.factor(floor(rent$year / 10) * 10)
# Number of rooms
rent$rooms <- as.factor(rent$rooms)
# Quality of the house with levels "fair", "good" and "excellent"
rent$quality <- as.factor(rent$good + 2 * rent$best)
levels(rent$quality) <- c("fair", "good", "excellent")
# Floor space divided in categories (0, 30), [30, 40), ..., [130, 140)
sizeClasses <- c(0, seq(30, 140, 10))
rent$size <- as.factor(sizeClasses[findInterval(rent$size, sizeClasses)])
# Is warm water present?
rent$warm <- factor(rent$warm, labels = c("yes", "no"))
# Is central heating present?
rent$central <- factor(rent$central, labels = c("yes", "no"))
# Does the bathroom have tiles?
rent$tiles <- factor(rent$tiles, labels = c("yes", "no"))
# Is there special furniture in the bathroom?
rent$bathextra <- factor(rent$bathextra, labels = c("no", "yes"))
# Is the kitchen well-equipped?
rent$kitchen <- factor(rent$kitchen, labels = c("no", "yes"))
# Create formula with 'rentm' as response variable,
# 'area' with a Generalized Fused Lasso penalty,
# 'year', 'rooms', 'quality' and 'size' with Fused Lasso penalties,
# and the other predictors with Lasso penalties.
formu <- rentm ~ p(area, pen = "gflasso") +
p(year, pen = "flasso") + p(rooms, pen = "flasso") +
p(quality, pen = "flasso") + p(size, pen = "flasso") +
p(warm, pen = "lasso") + p(central, pen = "lasso") +
p(tiles, pen = "lasso") + p(bathextra, pen = "lasso") +
p(kitchen, pen = "lasso")
# Fit a multi-type regularized GLM using the SMuRF algorithm.
# We use standardization adaptive penalty weights based on an initial GLM fit.
# The value for lambda is selected using cross-validation
# (with the deviance as loss measure and the one standard error rule), see example(plot_lambda)
munich.fit <- glmsmurf(formula = formu, family = gaussian(), data = rent,
pen.weights = "glm.stand", lambda = 0.008914)
####
# S3 methods for glmsmurf objects
# Model summary
summary(munich.fit)
# Get coefficients of estimated model
coef(munich.fit)
# Get coefficients of re-estimated model
coef_reest(munich.fit)
# Plot coefficients of estimated model
plot(munich.fit)
# Plot coefficients of re-estimated model
plot_reest(munich.fit)
# Get deviance of estimated model
deviance(munich.fit)
# Get deviance of re-estimated model
deviance_reest(munich.fit)
# Get fitted values of estimated model
fitted(munich.fit)
# Get fitted values of re-estimated model
fitted_reest(munich.fit)
# Get predicted values of estimated model on scale of linear predictors
predict(munich.fit, type = "link")
# Get predicted values of re-estimated model on scale of linear predictors
predict_reest(munich.fit, type = "link")
# Get deviance residuals of estimated model
residuals(munich.fit, type = "deviance")
# Get deviance residuals of re-estimated model
residuals_reest(munich.fit, type = "deviance")
# }
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