fdm2id: LINREG – R documentation

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LINREG

Linear Regression

Description

This function builds a linear regression model. Standard least square method, variable selection, factorial methods are available.

Usage

LINREG(
  x,
  y,
  formula = ".",
  reg = c("linear", "subset", "ridge", "lasso", "elastic", "pcr", "plsr"),
  regeval = c("r2", "bic", "adjr2", "cp", "msep"),
  scale = TRUE,
  lambda = 10^seq(-5, 5, length.out = 101),
  alpha = 0.5,
  graph = TRUE,
  tune = FALSE,
  ...
)

Arguments

`x`	Predictor `matrix`.
`y`	Response `vector`.
`formula`	A symbolic description of the model to be fitted (as a character string).
`reg`	The algorithm.
`regeval`	The evaluation criterion for subset selection.
`scale`	If true, PCR and PLS use scaled dataset.
`lambda`	The lambda parameter of Ridge, Lasso and Elastic net regression.
`alpha`	The elasticnet mixing parameter.
`graph`	A logical indicating whether or not graphics should be plotted (ridge, LASSO and elastic net).
`tune`	If true, the function returns paramters instead of a classification model.
`...`	Other parameters.

Value

The classification model, as an object of class model-class.

Examples

## Not run: 
require (datasets)
# With one independant variable
data (cars)
LINREG (cars [, -2], cars [, 2])
# With two independant variables
data (trees)
LINREG (trees [, -3], trees [, 3])
# With non numeric variables
data (ToothGrowth)
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], formula = "-1+supp+dose") # Different intersept
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], formula = "dose:supp") # Different slope
LINREG (ToothGrowth [, -1], ToothGrowth [, 1], formula = "-1+supp+dose:supp") # Complete model
# With multiple numeric variables
data (mtcars)
LINREG (mtcars [, -1], mtcars [, 1])
LINREG (mtcars [, -1], mtcars [, 1], reg = "subset", regeval = "adjr2")
LINREG (mtcars [, -1], mtcars [, 1], reg = "ridge")
LINREG (mtcars [, -1], mtcars [, 1], reg = "lasso")
LINREG (mtcars [, -1], mtcars [, 1], reg = "elastic")
LINREG (mtcars [, -1], mtcars [, 1], reg = "pcr")
LINREG (mtcars [, -1], mtcars [, 1], reg = "plsr")

## End(Not run)

fdm2id

Data Mining and R Programming for Beginners

v0.9.5

GPL-3

Authors

Alexandre Blansché [aut, cre]

Initial release