Class "kqr"
The Kernel Quantile Regression object class
Objects can be created by calls of the form new("kqr", ...).
or by calling the kqr function
kernelf:Object of class "kfunction" contains
the kernel function used
kpar:Object of class "list" contains the
kernel parameter used
coef:Object of class "ANY" containing the model parameters
param:Object of class "list" contains the
cost parameter C and tau parameter used
kcall:Object of class "list" contains the used
function call
terms:Object of class "ANY" contains the
terms representation of the symbolic model used (when using a formula)
xmatrix:Object of class "input" containing
the data matrix used
ymatrix:Object of class "output" containing the
response matrix
fitted:Object of class "output" containing the
fitted values
alpha:Object of class "listI" containing the
computes alpha values
b:Object of class "numeric" containing the
offset of the model.
scalingObject of class "ANY" containing
the scaling coefficients of the data (when case scaled = TRUE is used).
error:Object of class "numeric" containing the
training error
cross:Object of class "numeric" containing the
cross validation error
n.action:Object of class "ANY" containing the
action performed in NA
nclass:Inherited from class vm, not used in kqr
lev:Inherited from class vm, not used in kqr
type:Inherited from class vm, not used in kqr
signature(object = "kqr"): returns the
coefficients (alpha) of the model
signature(object = "kqr"): returns the alpha
vector (identical to coef)
signature(object = "kqr"): returns the offset beta
of the model.
signature(object = "kqr"): returns the cross
validation error
signature(object = "kqr"): returns the
training error
signature(object = "vm"): returns the fitted values
signature(object = "kqr"): returns the call performed
signature(object = "kqr"): returns the
kernel function used
signature(object = "kqr"): returns the kernel
parameter used
signature(object = "kqr"): returns the
cost regularization parameter C and tau used
signature(object = "kqr"): returns the
data matrix used
signature(object = "kqr"): returns the
response matrix used
signature(object = "kqr"): returns the
scaling coefficients of the data (when scaled = TRUE is used)
Alexandros Karatzoglou
alexandros.karatzoglou@ci.tuwien.ac.at
# create data
x <- sort(runif(300))
y <- sin(pi*x) + rnorm(300,0,sd=exp(sin(2*pi*x)))
# first calculate the median
qrm <- kqr(x, y, tau = 0.5, C=0.15)
# predict and plot
plot(x, y)
ytest <- predict(qrm, x)
lines(x, ytest, col="blue")
# calculate 0.9 quantile
qrm <- kqr(x, y, tau = 0.9, kernel = "rbfdot",
kpar = list(sigma = 10), C = 0.15)
ytest <- predict(qrm, x)
lines(x, ytest, col="red")
# print model coefficients and other information
coef(qrm)
b(qrm)
error(qrm)
kernelf(qrm)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.