ppr

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Projection Pursuit Regression

Fit a projection pursuit regression model.

Keywords
regression
Usage
ppr(x, ...)

## S3 method for class 'formula': ppr(formula, data, weights, subset, na.action, contrasts = NULL, \dots, model = FALSE)

## S3 method for class 'default': ppr(x, y, weights = rep(1, n), ww = rep(1, q), nterms, max.terms = nterms, optlevel = 2, sm.method = c("supsmu", "spline", "gcvspline"), bass = 0, span = 0, df = 5, gcvpen = 1, ...)

Arguments
formula
a formula specifying one or more numeric response variables and the explanatory variables.
x
numeric matrix of explanatory variables. Rows represent observations, and columns represent variables. Missing values are not accepted.
y
numeric matrix of response variables. Rows represent observations, and columns represent variables. Missing values are not accepted.
nterms
number of terms to include in the final model.
data
a data frame (or similar: see model.frame) from which variables specified in formula are preferentially to be taken.
weights
a vector of weights w_i for each case.
ww
a vector of weights for each response, so the fit criterion is the sum over case i and responses j of w_i ww_j (y_ij - fit_ij)^2 divided by the sum of w_i.
subset
an index vector specifying the cases to be used in the training sample. (NOTE: If given, this argument must be named.)
na.action
a function to specify the action to be taken if NAs are found. The default action is given by getOption("na.action"). (NOTE: If given, this argument must be named.)
contrasts
the contrasts to be used when any factor explanatory variables are coded.
max.terms
maximum number of terms to choose from when building the model.
optlevel
integer from 0 to 3 which determines the thoroughness of an optimization routine in the SMART program. See the Details section.
sm.method
the method used for smoothing the ridge functions. The default is to use Friedman's super smoother supsmu. The alternatives are to use the smoothing spline code underlying smooth.spline, either with a specified (equivalent) degrees of freedom for each ridge functions, or to allow the smoothness to be chosen by GCV.

Can be abbreviated.

bass
super smoother bass tone control used with automatic span selection (see supsmu); the range of values is 0 to 10, with larger values resulting in increased smoothing.
span
super smoother span control (see supsmu). The default, 0, results in automatic span selection by local cross validation. span can also take a value in (0, 1].
df
if sm.method is "spline" specifies the smoothness of each ridge term via the requested equivalent degrees of freedom.
gcvpen
if sm.method is "gcvspline" this is the penalty used in the GCV selection for each degree of freedom used.
...
arguments to be passed to or from other methods.
model
logical. If true, the model frame is returned.
Details

The basic method is given by Friedman (1984), and is essentially the same code used by S-PLUS's ppreg. This code is extremely sensitive to the compiler used.

The algorithm first adds up to max.terms ridge terms one at a time; it will use less if it is unable to find a term to add that makes sufficient difference. It then removes the least important term at each step until nterms terms are left.

The levels of optimization (argument optlevel) differ in how thoroughly the models are refitted during this process. At level 0 the existing ridge terms are not refitted. At level 1 the projection directions are not refitted, but the ridge functions and the regression coefficients are. Levels 2 and 3 refit all the terms and are equivalent for one response; level 3 is more careful to re-balance the contributions from each regressor at each step and so is a little less likely to converge to a saddle point of the sum of squares criterion.

Value

  • A list with the following components, many of which are for use by the method functions.
  • callthe matched call
  • pthe number of explanatory variables (after any coding)
  • qthe number of response variables
  • muthe argument nterms
  • mlthe argument max.terms
  • gofthe overall residual (weighted) sum of squares for the selected model
  • gofnthe overall residual (weighted) sum of squares against the number of terms, up to max.terms. Will be invalid (and zero) for less than nterms.
  • dfthe argument df
  • edfif sm.method is "spline" or "gcvspline" the equivalent number of degrees of freedom for each ridge term used.
  • xnamesthe names of the explanatory variables
  • ynamesthe names of the response variables
  • alphaa matrix of the projection directions, with a column for each ridge term
  • betaa matrix of the coefficients applied for each response to the ridge terms: the rows are the responses and the columns the ridge terms
  • ybthe weighted means of each response
  • ysthe overall scale factor used: internally the responses are divided by ys to have unit total weighted sum of squares.
  • fitted.valuesthe fitted values, as a matrix if q > 1.
  • residualsthe residuals, as a matrix if q > 1.
  • smodinternal work array, which includes the ridge functions evaluated at the training set points.
  • model(only if model = TRUE) the model frame.

source

Friedman (1984): converted to double precision and added interface to smoothing splines by B. D. Ripley, originally for the MASS package.

References

Friedman, J. H. and Stuetzle, W. (1981) Projection pursuit regression. Journal of the American Statistical Association, 76, 817--823.

Friedman, J. H. (1984) SMART User's Guide. Laboratory for Computational Statistics, Stanford University Technical Report No.1.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Springer.

See Also

plot.ppr, supsmu, smooth.spline

Aliases
  • ppr
  • ppr.default
  • ppr.formula
Examples
library(stats) require(graphics) # Note: your numerical values may differ attach(rock) area1 <- area/10000; peri1 <- peri/10000 rock.ppr <- ppr(log(perm) ~ area1 + peri1 + shape, data = rock, nterms = 2, max.terms = 5) rock.ppr # Call: # ppr.formula(formula = log(perm) ~ area1 + peri1 + shape, data = rock, # nterms = 2, max.terms = 5) # # Goodness of fit: # 2 terms 3 terms 4 terms 5 terms # 8.737806 5.289517 4.745799 4.490378 summary(rock.ppr) # ..... (same as above) # ..... # # Projection direction vectors: # term 1 term 2 # area1 0.34357179 0.37071027 # peri1 -0.93781471 -0.61923542 # shape 0.04961846 0.69218595 # # Coefficients of ridge terms: # term 1 term 2 # 1.6079271 0.5460971 par(mfrow = c(3,2)) # maybe: , pty = "s") plot(rock.ppr, main = "ppr(log(perm)~ ., nterms=2, max.terms=5)") plot(update(rock.ppr, bass = 5), main = "update(..., bass = 5)") plot(update(rock.ppr, sm.method = "gcv", gcvpen = 2), main = "update(..., sm.method="gcv", gcvpen=2)") cbind(perm = rock$perm, prediction = round(exp(predict(rock.ppr)), 1)) detach()
Documentation reproduced from package stats, version 3.3, License: Part of R 3.3

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