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heatmapFit (version 2.0.4)

heatmap.compress: Collapse a large data set for heatmap.fit

Description

Reduces the size of large binary data sets by binning them according to their predicted probability [0, 1].

Usage

heatmap.compress(y, pred, init.grid)

Arguments

y
A vector of observations of the dependent variable (in {0,1}).
pred
A vector of predicted Pr(y = 1) corresponding to each element of y.
init.grid
The number of bins on the interval [0, 1] to use for compression of pred.

Value

A list with the elements:
y.out
The value of y, 0 or 1.
pred.out
The (binned) predicted Pr(y = 1) matching each observation.
weight.out
A weight parameter indicating the proportion of observations in the bin; sums to one.
pred.total.out
A vector of unique Pr(y = 1) bin values.
n.out
The number of observations (non-empty bins) after the data are collapsed.
retained.obs
A vector of indices for non-empty candidate bins (for internal use by heatmap.fit).