s.GLS: Generalized Least Squares [R]

Description

Train a Generalized Least Squares regression model using nlme::gls

Usage

s.GLS(x, y = NULL, x.test = NULL, y.test = NULL, x.name = NULL,
  y.name = NULL, interactions = FALSE, nway.interactions = 0,
  covariate = NULL, weights = NULL, intercept = TRUE,
  print.plot = TRUE, plot.fitted = NULL, plot.predicted = NULL,
  plot.theme = getOption("rt.fit.theme", "lightgrid"),
  na.action = na.exclude, question = NULL, rtclass = NULL,
  verbose = TRUE, trace = 0, outdir = NULL,
  save.mod = ifelse(!is.null(outdir), TRUE, FALSE), ...)

Arguments

Numeric vector or matrix / data frame of features i.e. independent variables

Numeric vector of outcome, i.e. dependent variable

x.test

Numeric vector or matrix / data frame of testing set features Columns must correspond to columns in x

y.test

Numeric vector of testing set outcome

x.name

Character: Name for feature set

y.name

Character: Name for outcome

interactions

Logical: If TRUE, include all pairwise interactions. formula = y ~.*.

nway.interactions

Integer: Include n-way interactions. This integer defined the n: formula = y ~^n

covariate

String: Name of column to be included as interaction term in formula, must be factor

weights

Numeric vector: Weights for cases. For classification, weights takes precedence over ipw, therefore set weights = NULL if using ipw. Note: If weight are provided, ipw is not used. Leave NULL if setting ipw = TRUE. Default = NULL

intercept

Logical: If TRUE, fit an intercept term. Default = TRUE

print.plot

Logical: if TRUE, produce plot using mplot3 Takes precedence over plot.fitted and plot.predicted

plot.fitted

Logical: if TRUE, plot True (y) vs Fitted

plot.predicted

Logical: if TRUE, plot True (y.test) vs Predicted. Requires x.test and y.test

plot.theme

String: "zero", "dark", "box", "darkbox"

na.action

How to handle missing values. See ?na.fail

question

String: the question you are attempting to answer with this model, in plain language.

rtclass

String: Class type to use. "S3", "S4", "RC", "R6"

verbose

Logical: If TRUE, print summary to screen.

trace

Integer: If higher than 0, will print more information to the console. Default = 0

outdir

Path to output directory. If defined, will save Predicted vs. True plot, if available, as well as full model output, if save.mod is TRUE

save.mod

Logical. If TRUE, save all output as RDS file in outdir save.mod is TRUE by default if an outdir is defined. If set to TRUE, and no outdir is defined, outdir defaults to paste0("./s.", mod.name)

...

Additional arguments

Value

rtMod

Description

Usage

Arguments

Value

See Also