CRAN

acepack 1.4.1

ACE and AVAS for Selecting Multiple Regression Transformations

Released Oct 29, 2016 by Phil Spector, Jerome Friedman, Robert Tibshirani, Thomas Lumley, Shawn Garbett, Jonathan Baron

This package can be loaded by Renjin but 1 out 3 tests failed.

Two nonparametric methods for multiple regression transform selection are provided. The first, Alternative Conditional Expectations (ACE), is an algorithm to find the fixed point of maximal correlation, i.e. it finds a set of transformed response variables that maximizes R^2 using smoothing functions [see Breiman, L., and J.H. Friedman. 1985. "Estimating Optimal Transformations for Multiple Regression and Correlation". Journal of the American Statistical Association. 80:580-598. ]. Also included is the Additivity Variance Stabilization (AVAS) method which works better than ACE when correlation is low [see Tibshirani, R.. 1986. "Estimating Transformations for Regression via Additivity and Variance Stabilization". Journal of the American Statistical Association. 83:394-405. ]. A good introduction to these two methods is in chapter 16 of Frank Harrel's "Regression Modeling Strategies" in the Springer Series in Statistics.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>acepack</artifactId>
    <version>1.4.1-b14</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:acepack')

Test Results

This package was last tested against Renjin 0.8.2442 on Sep 25, 2017.