avas {acepack}R Documentation

Additivity and variance stabilization for regression

Description

Estimate transformations of x and y such that the regression of y on x is approximately linear with constant variance

Usage

avas(x, y, wt, cat, mon, lin, circ, delrsq, yspan)

Arguments

x a matrix containing the independent variables.
y a vector containing the response variable.
wt an optional vector of weights.
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.
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.
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).
yspan Optional window size parameter for smoothing the variance. Range is [0,1]. Default is 0 (cross validated choice). .5 is a reasonable alternative to try.

Value

A structure with the following components:

x the input x matrix.
y the input y vector.
tx the transformed x values.
ty the transformed y values.
rsq the multiple R-squared value for the transformed values.
l not used in this version of avas
m not used in this version of avas
yspan span used for smoothing the variance
iters iteration number and rsq for that iteration
niters number of iterations used

References

Rob Tibshirani (1987), ``Estimating optimal transformations for regression''. Journal of the American Statistical Association 83, 394ff.

Examples

TWOPI <- 8*atan(1)
x <- runif(200,0,TWOPI)
y <- exp(sin(x)+rnorm(200)/2)
a <- avas(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

[Package acepack version 1.3-2.2 Index]