getLVarMatForOneVec

Create L-variable matrix for one variable

Provides functions to fit Accurate Generalized Linear Model (AGLM) models, visualize them, and predict for new data. AGLM is defined as a regularized GLM which applies a sort of feature transformations using a discretization of numerical features and specific coding methodologies of dummy variables. For more information on AGLM, see Suguru Fujita, Toyoto Tanaka, Kenji Kondo and Hirokazu Iwasawa (2020) <https://www.institutdesactuaires.com/global/gene/link.php?doc_id=16273&fg=1>.

Kenji Kondo

aglm

Accurate Generalized Linear Model

Kazuhisa Takahashi

Hikari Banno

getLVarMatForOneVec function

<dl><dt>x_vec</dt>
<dd>A numeric vector representing original variable.</dd>
<dt>breaks</dt>
<dd>A numeric vector representing breaks of bins (If <code>NULL</code>, automatically generated).</dd>
<dt>nbin.max</dt>
<dd>The maximum number of bins (used only if <code>breaks=NULL</code>).</dd>
<dt>only_info</dt>
<dd>If <code>TRUE</code>, only information fields of returned values are filled and no dummy matrix is returned.</dd></dl>

Arguments

Author

Create L-variable matrix for one variable — getLVarMatForOneVec

<dl>

<dt>x_vec</dt>
<dd>A numeric vector representing original variable.</dd>


<dt>breaks</dt>
<dd>A numeric vector representing breaks of bins (If <code>NULL</code>, automatically generated).</dd>


<dt>nbin.max</dt>
<dd>The maximum number of bins (used only if <code>breaks=NULL</code>).</dd>


<dt>only_info</dt>
<dd>If <code>TRUE</code>, only information fields of returned values are filled and no dummy matrix is returned.</dd>

</dl>

getLVarMatForOneVec: Create L-variable matrix for one variable

Description

Usage

Value

Arguments

Author