vineOrder(vines)
vineOrder()所属R语言包:vines
Select an Order of the Variables
选择一个订单的变量
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Select an order of the variables. The order of the variables determines the bivariate dependencies that will be explicit modeled in the first tree of the vine.
选择一个订单的变量。变量的顺序决定了二元的依赖关系建模第一的葡萄树,这将是明确的。
用法----------Usage----------
vineOrder(type, data, method = "greedy", ...)
参数----------Arguments----------
参数:type
Type of vine. Supported values: "CVine" and "DVine".
藤本植物的类型。支持的值:"CVine"和"DVine"。
参数:data
Data matrix of pseudo-observations.
矩阵数据的伪观察。
参数:method
Ordering method. Supported values: "random", "greedy".
订购方式。支持的值:"random","greedy"。
参数:...
Additional arguments for the order method.
其他参数的顺序方法。
Details
详细信息----------Details----------
In D-vines, the order of the variables determines the structure of all the trees of the vine. This is not the case for C-vines where the root node of each tree can be selected.
D-葡萄树,变量的顺序确定所有的葡萄树的结构。这是没有C-葡萄树,其中每个树的根节点,可以选择的情况下。
The "random" method returns a random permutation of the variables.
"random"方法返回一个随机排列的变量。
The "greedy" method returns an order of the variables that intends to capture as much dependence as possible in the first tree of the vine. The method find the order of the variables that defines a tree that maximizes a given dependence measure used as edge weights. For C-vines, it is determined iteratively checking each variable as root node. For D-vines, it is equivalent to solve the Traveling Salesman Problem (TSP), see (Brechmann, 2010) for details. The TSP is solved using the Cheapest Insertion Algorithm implemented by the solve_TSP function of the TSP package. The following are additional parameters for this method.
"greedy"方法返回一个顺序的变量,打算捕捉尽可能多的依赖,尽可能在第一棵树的葡萄。方法找到的变量定义了一个树型,最大限度地提高一个给定的依赖性措施,作为边的权重的顺序。对于C-葡萄树,它确定迭代检查每个变量作为根节点。 D-葡萄树,就相当于解决旅行商问题(TSP),有关详细信息,请参阅(Brechmann,2010)。使用solve_TSP功能TSP包最便宜的插入算法实现的TSP解决。以下是此方法的附加参数。
according Dependence measure. The default value is "kendall" and supported values are:
according依赖的措施。默认值是"kendall"和支持的值是:
"kendall" Absolute value of Kendall's tau.
"kendall"的绝对值Kendall的tau。
"spearman" Absolute value of Spearman's rho.
"spearman"绝对值的斯皮尔曼的rho。
"pearson" Absolute value of Pearson's product moment
"pearson"皮尔逊积差的绝对值
"df" Smaller degrees of freedom of a bivariate t copula.
"df"较小程度的自由的二元吨系词。
值----------Value----------
A vector with the ordered indexes of the variables. This vector should be used to reorder the variables of the data matrix.
的向量与有序索引的变量。应使用该向量data矩阵的变量重新排序。
参考文献----------References----------
and their applications. Diploma thesis. Technische Universit盲t M眉nchen.
实例----------Examples----------
data <- matrix(runif(5 * 100), ncol = 5, nrow = 500)
vineOrder("CVine", data, method = "random")
vineOrder("DVine", data, method = "greedy",
according = "spearman")
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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