[R] Projection Pursuit

From: Oliver Lyttelton <oliver_at_bic.mni.mcgill.ca>
Date: Tue 12 Jul 2005 - 02:51:16 EST


Just a quick question about ppr in library modreg.

I have looked at Ripley and Venables 2002 and it says that projection pursuit works "by projecting X in M carefully chosen directions"

I want to know how it choses the directions? I presume it moves around the high-dimensional space of unit vectors finding ones that separate the response variables, but how.

I looked at the code, but can't get deeper in than the Fortran call to Smart.

I tried to look up Friedman 87, but can't find an electronic reference.

Can anyone help, or point me in the direction of an online reference?

Thanks in advance,

Oliver Lyttelton

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