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Commit 1f5c7406 authored by Armin Rauschenberger's avatar Armin Rauschenberger
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parent 17b33c0a
<!-- Modify xxx.Rmd, not xxx.md! -->
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## Scope
Stacked Elastic Net Regression (extending
[glmnet](https://CRAN.R-project.org/package=glmnet)).
## Installation
Install the current release from
[CRAN](https://CRAN.R-project.org/package=joinet):
``` r
install.packages("joinet")
```
or the latest development version from
[GitHub](https://github.com/rauschenberger/joinet):
``` r
#install.packages("devtools")
devtools::install_github("rauschenberger/joinet")
```
## Reference
Armin Rauschenberger and Enrico Glaab (2019). “Multivariate regression
through stacked generalisation”. *Manuscript in preparation.*
......@@ -96,14 +96,14 @@
<a class="sourceLine" id="cb3-2" title="2"><span class="kw"><a href="https://www.rdocumentation.org/packages/utils/topics/data">data</a></span>(Ecoli,<span class="dt">package=</span><span class="st">"plsgenomics"</span>)</a>
<a class="sourceLine" id="cb3-3" title="3">X &lt;-<span class="st"> </span>Ecoli<span class="op">$</span>CONNECdata</a>
<a class="sourceLine" id="cb3-4" title="4">Y &lt;-<span class="st"> </span>Ecoli<span class="op">$</span>GEdata</a>
<a class="sourceLine" id="cb3-5" title="5">loss &lt;-<span class="st"> </span>joinet<span class="op">:::</span><span class="kw">cv.joinet</span>(<span class="dt">Y=</span>Y,<span class="dt">X=</span>X)</a></code></pre></div>
<a class="sourceLine" id="cb3-5" title="5">loss &lt;-<span class="st"> </span>joinet<span class="op">:::</span><span class="kw"><a href="../reference/cv.joinet.html">cv.joinet</a></span>(<span class="dt">Y=</span>Y,<span class="dt">X=</span>X)</a></code></pre></div>
<div class="sourceCode" id="cb4"><pre class="sourceCode r"><code class="sourceCode r"><a class="sourceLine" id="cb4-1" title="1"><span class="co">#install.packages("BiocManager")</span></a>
<a class="sourceLine" id="cb4-2" title="2"><span class="co">#BiocManager::install("mixOmics")</span></a>
<a class="sourceLine" id="cb4-3" title="3"><span class="kw"><a href="https://www.rdocumentation.org/packages/utils/topics/data">data</a></span>(liver.toxicity,<span class="dt">package=</span><span class="st">"mixOmics"</span>)</a>
<a class="sourceLine" id="cb4-4" title="4">X &lt;-<span class="st"> </span>liver.toxicity<span class="op">$</span>gene</a>
<a class="sourceLine" id="cb4-5" title="5">Y &lt;-<span class="st"> </span>liver.toxicity<span class="op">$</span>clinic</a>
<a class="sourceLine" id="cb4-6" title="6">Y<span class="op">$</span>Cholesterol.mg.dL. &lt;-<span class="st"> </span><span class="op">-</span>Y<span class="op">$</span>Cholesterol.mg.dL.</a>
<a class="sourceLine" id="cb4-7" title="7">loss &lt;-<span class="st"> </span>joinet<span class="op">:::</span><span class="kw">cv.joinet</span>(<span class="dt">Y=</span>Y,<span class="dt">X=</span>X)</a></code></pre></div>
<a class="sourceLine" id="cb4-7" title="7">loss &lt;-<span class="st"> </span>joinet<span class="op">:::</span><span class="kw"><a href="../reference/cv.joinet.html">cv.joinet</a></span>(<span class="dt">Y=</span>Y,<span class="dt">X=</span>X)</a></code></pre></div>
<p>Armin Rauschenberger and Enrico Glaab (2019). “Multivariate regression through stacked generalisation”. <em>Manuscript in preparation.</em></p>
</div>
</div>
......
pandoc: 2.7.2
pkgdown: 1.3.0
pkgdown_sha: ~
articles: []
articles:
article: article.html
vignette: vignette.html
......@@ -131,7 +131,7 @@ the coefficients from the base learners.)</p>
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>object</th>
<td><p>joinet object</p></td>
<td><p><a href='joinet.html'>joinet</a> object</p></td>
</tr>
<tr>
<th>...</th>
......@@ -144,7 +144,7 @@ the coefficients from the base learners.)</p>
<pre class="examples"><div class='input'><span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>q</span> <span class='kw'>&lt;-</span> <span class='fl'>2</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>20</span>
<span class='no'>Y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Normal'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>q</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>q</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Normal'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>joinet</span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='joinet.html'>joinet</a></span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)
<span class='no'>coef</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/coef'>coef</a></span>(<span class='no'>object</span>)</div></pre>
</div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar">
......
......@@ -127,7 +127,7 @@
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>object</th>
<td><p>joinet object</p></td>
<td><p><a href='joinet.html'>joinet</a> object</p></td>
</tr>
<tr>
<th>newx</th>
......@@ -152,7 +152,7 @@ and \(p\) columns (variables)</p></td>
<span class='no'>Y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Binomial'>rbinom</a></span>(<span class='kw'>n</span><span class='kw'>=</span><span class='no'>n</span>*<span class='no'>q</span>,<span class='kw'>size</span><span class='kw'>=</span><span class='fl'>1</span>,<span class='kw'>prob</span><span class='kw'>=</span><span class='fl'>0.5</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>q</span>)
<span class='co'>#Y &lt;- matrix(rpois(n=n*q,lambda=4),nrow=n,ncol=q)</span>
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Normal'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>joinet</span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>family</span><span class='kw'>=</span><span class='st'>"binomial"</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='joinet.html'>joinet</a></span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>,<span class='kw'>family</span><span class='kw'>=</span><span class='st'>"binomial"</span>)
<span class='no'>y_hat</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/predict'>predict</a></span>(<span class='no'>object</span>,<span class='kw'>newx</span><span class='kw'>=</span><span class='no'>X</span>)</div></pre>
</div>
<div class="col-md-3 hidden-xs hidden-sm" id="sidebar">
......
......@@ -129,7 +129,7 @@ i.e. the weights for the base learners.</p>
<colgroup><col class="name" /><col class="desc" /></colgroup>
<tr>
<th>object</th>
<td><p>joinet object</p></td>
<td><p><a href='joinet.html'>joinet</a> object</p></td>
</tr>
<tr>
<th>...</th>
......@@ -142,7 +142,7 @@ i.e. the weights for the base learners.</p>
<pre class="examples"><div class='input'><span class='no'>n</span> <span class='kw'>&lt;-</span> <span class='fl'>30</span>; <span class='no'>q</span> <span class='kw'>&lt;-</span> <span class='fl'>2</span>; <span class='no'>p</span> <span class='kw'>&lt;-</span> <span class='fl'>20</span>
<span class='no'>Y</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Normal'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>q</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>q</span>)
<span class='no'>X</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='https://www.rdocumentation.org/packages/base/topics/matrix'>matrix</a></span>(<span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/Normal'>rnorm</a></span>(<span class='no'>n</span>*<span class='no'>p</span>),<span class='kw'>nrow</span><span class='kw'>=</span><span class='no'>n</span>,<span class='kw'>ncol</span><span class='kw'>=</span><span class='no'>p</span>)
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'>joinet</span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)</div><div class='output co'>#&gt; <span class='warning'>Warning: Negative correlation!</span></div><div class='input'><span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/weights'>weights</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; y1 y2
<span class='no'>object</span> <span class='kw'>&lt;-</span> <span class='fu'><a href='joinet.html'>joinet</a></span>(<span class='kw'>Y</span><span class='kw'>=</span><span class='no'>Y</span>,<span class='kw'>X</span><span class='kw'>=</span><span class='no'>X</span>)</div><div class='output co'>#&gt; <span class='warning'>Warning: Negative correlation!</span></div><div class='input'><span class='fu'><a href='https://www.rdocumentation.org/packages/stats/topics/weights'>weights</a></span>(<span class='no'>object</span>)</div><div class='output co'>#&gt; y1 y2
#&gt; (Intercept) 0.565532 -0.3929572
#&gt; V1 0.000000 3.3142619
#&gt; V2 2.494110 0.1431946</div><div class='input'>
......
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