ALPHA: Global variables

Description

These variables need to be initialized for some of the methods to work.

Usage

METHOD
ALPHA

Arguments

Details

These global variables are automatically initialized when the package is loaded.

The variables METHOD and ALPHA are used by the basis_nearby function and are useful only if you want to optimize the index via simulated annealing.

ALPHA can be set to any number in (0,1), with smaller values implying a more localized search. By default set to 0.75.

The METHOD variable controls how a new basis is created from an old one and can be set to either one of the strings "linear" or "geodesic". You should set it to geodesic if your index is rotationally invariant. Default value is 'geodesic'.

References

E.K. Lee, D. Cook, S. Klinke, and T. Lumley. Projection pursuit for exploratory supervised classification. Journal of Computational and Graphical Statistics, 14(4):831-846, 2005