Re: [R] Projection Pursuit

From: Liaw, Andy <andy_liaw_at_merck.com>
Date: Tue 12 Jul 2005 - 03:49:33 EST


Google can be helpful. The 10th hit I got from "projection pursuit regression" is http://www.scs.gmu.edu/~jgentle/csi991/03f/ppreg1024.rtf, which gives some rough outline of the algorithm. If you want more detail, Ripley (1996) PRNN would suffice, I believe.

Andy

> From: Oliver Lyttelton
>
> Hello,
>
> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Tue Jul 12 03:53:45 2005

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