acepack
ACE and AVAS for Selecting Multiple Regression Transformations
Two nonparametric methods for multiple regression transform selection are provided. The first, Alternating Conditional Expectations (ACE), is an algorithm to find the fixed point of maximal correlation, i.e. it finds a set of transformed response variables that maximizes R^2 using smoothing functions see Breiman, L., and J.H. Friedman. 1985. "Estimating Optimal Transformations for Multiple Regression and Correlation". Journal of the American Statistical Association. 80:580-598. <[doi:10.1080/01621459.1985.10478157>]. Also included is the Additivity Variance Stabilization (AVAS) method which works better than ACE when correlation is low see Tibshirani, R. 1986. "Estimating Transformations for Regression via Additivity and Variance Stabilization". Journal of the American Statistical Association. 83:394-405. <[doi:10.1080/01621459.1988.10478610>]. A good introduction to these two methods is in chapter 16 of Frank Harrell's "Regression Modeling Strategies" in the Springer Series in Statistics. A permutation independence test is included from Holzmann, H., Klar, B. 2025. "Lancaster correlation - a new dependence measure linked to maximum correlation". Scandinavian Journal of Statistics. 52(1):145-169 <[doi:10.1111/sjos.12733>].
- Version1.6.3
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?Yes
- Breiman, L., and J.H. Friedman. 1985
- Tibshirani, R. 1986
- Holzmann, H., Klar, B. 2025
- Last releaselast Friday at 12:00 AM
Documentation
Team
Shawn Garbett
MaintainerShow author detailsPhil Spector
Show author detailsRolesAuthorJerome Friedman
Show author detailsRolesAuthorThomas Lumley
Show author detailsRolesAuthorRobert Tibshirani
Show author detailsRolesAuthorJonathan Baron
Show author detailsRolesAuthorScott Chasalow
Show author detailsRolesAuthorBernhard Klar
Show author detailsRolesAuthor
Insights
Last 30 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Suggests2 packages
- Reverse Depends1 package
- Reverse Imports1 package
- Reverse Suggests2 packages