acepack

ACE and AVAS for Selecting Multiple Regression Transformations

CRAN Package

Two nonparametric methods for multiple regression transform selection are provided. The first, Alternative 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 Harrel's "Regression Modeling Strategies" in the Springer Series in Statistics.


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  • Suggests1 package
  • Reverse Depends1 package
  • Reverse Imports2 packages
  • Reverse Suggests2 packages