Tuning of the projection pursuit regression with compositional predictor variables: Tuning of the projection pursuit regression with compositional predictor variables
Description
Tuning of the projection pursuit regression with compositional predictor variables.
A matrix with the available compositional data, but zeros are not allowed.
nfolds
The number of folds to use.
folds
If you have the list with the folds supply it here.
seed
If seed is TRUE the results will always be the same.
nterms
The number of terms to try in the projection pursuit regression.
type
Either "alr" or "log" corresponding to the additive log-ratio transformation or the logarithm applied to the compositional predictor variables.
Value
A list including:
runtime
The run time of the cross-validation procedure.
mse
The mean squared error of prediction for each fold and number of terms.
Details
The function performs tuning of the projection pursuit regression algorithm with compositional predictor variables.
References
Friedman, J. H. and Stuetzle, W. (1981). Projection pursuit regression. Journal of the American
Statistical Association, 76, 817-823. doi: 10.2307/2287576.