ace: Alternating Conditional Expectations

Usage

ace(x, y, wt, mon, lin, cat, circ, delrsq)

Arguments

x a matrix containing the independent variables.
y a vector containing the response variable.
wt an optional vector of weights.
mon an optional integer vector specifying which variables are to be transformed by monotone transformations. Positive values in mon refer to columns of the x matrix and zero to the response variable.
lin an optional integer vector specifying which variables are to be transformed by linear transformations. Positive values in lin refer to columns of the x matrix and zero to the response variable.
cat an optional integer vector specifying which variables assume categorical values. Positive values in cat refer to columns of the x matrix and zero to the response variable.
circ an integer vector specifying which variables assume circular (periodic) values. Positive values in circ refer to columns of the x matrix and zero to the response variable.
delrsq termination threshold. Iteration stops when R-squared changes by less than delrsq in 3 consecutive iterations (default 0.01).

Examples

TWOPI <- 8*atan(1)
x <- runif(200,0,TWOPI)
y <- exp(sin(x)+rnorm(200)/2)
a <- ace(x,y)
par(mfrow=c(3,1))
plot(a$y,a$ty)  # view the response transformation
plot(a$x,a$tx)  # view the carrier transformation
plot(a$tx,a$ty) # examine the linearity of the fitted model


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