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Implements convex regression with interpretable sharp partitions (CRISP), which considers the problem of predicting an outcome variable on the basis of two covariates, using an interpretable yet non-additive model. CRISP partitions the covariate space into blocks in a data-adaptive way, and fits a mean model within each block. Unlike other partitioning methods, CRISP is fit using a non-greedy approach by solving a convex optimization problem, resulting in low-variance fits. More details are provided in Petersen, A., Simon, N., and Witten, D. (2016). Convex Regression with Interpretable Sharp Partitions. Journal of Machine Learning Research, 17(94): 1-31 <http://jmlr.org/papers/volume17/15-344/15-344.pdf>.
| Version: | 1.0.0 |
| Imports: | Matrix, MASS, stats, methods, grDevices, graphics |
| Published: | 2017-01-05 |
| Author: | Ashley Petersen |
| Maintainer: | Ashley Petersen <ashleyjpete at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | crisp results |
| Reference manual: | crisp.pdf |
| Package source: | crisp_1.0.0.tar.gz |
| Windows binaries: | r-devel: crisp_1.0.0.zip, r-release: crisp_1.0.0.zip, r-oldrel: crisp_1.0.0.zip |
| macOS binaries: | r-release (arm64): crisp_1.0.0.tgz, r-oldrel (arm64): crisp_1.0.0.tgz, r-release (x86_64): crisp_1.0.0.tgz, r-oldrel (x86_64): crisp_1.0.0.tgz |
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