A matrix with the continuous predictor variables or a data frame including categorical
predictor variables.
nterms
The number of terms to include in the final model.
type
Either "alr" or "ilr" corresponding to the additive or the isometric log-ratio transformation respectively.
xnew
If you have new data use it, otherwise leave it NULL.
yb
If you have already transformed the data using a log-ratio transformation put it here.
Othewrise leave it NULL.
Value
A list includign:
runtime
The runtime of the regression.
mod
The produced model as returned by the function "ppr".
est
The fitted values of xnew if xnew is not NULL.
Details
This is the standard projection pursuit. See the built-in function "ppr" for more details.
References
Friedman, J. H. and Stuetzle, W. (1981). Projection pursuit regression. Journal of the American
Statistical Association, 76, 817-823. doi: 10.2307/2287576.