This is a wrapper for the stand-alone version of R's earth package.
Pkg.clone("git@github.com:lendle/Earth.jl.git")
Pkg.build("Earth")
Returns an object of type EarthFit
Arguments
x::VecOrMat{Float64}
- Vector or matrix of predictors.size(x, 1)
is number of observations.size(x, 2)
is number of predictors.y::VecOrMat{Float64}
- Vector or matrix of outcomes.size(y, 1)
is number of observations.size(y, 2)
is number of outcomes.WeightsArg = ones(size(x, 1))
- Vector of observation weights. Comments in the C code indicate that this may not do anything.nMaxDegree = 1
- Maximum degree of interactions.nMaxTerms = min(200, max(20, 2 * size(x, 2))) + 1
- Maximum number of model terms before pruning.Penalty = (nMaxDegree > 1)? 3.0: 2.0
- Generalized Cross Validation (GCV) penalty per knot.Thresh = 0.001
- Forward stepping threshold.nMinSpan = 0
- Minimum distance between knots.Prune = true
- Perform backwards pass?nFastK = 20
- Maximum number of parent terms considered at each step of the forward pass.FastBeta = 0.0
- Fast MARS aging coefficient, as described in the Fast MARS paper section 3.1.NewVarPenalty = 0.0
- Penalty for adding a new variable in the forward pass.LinPreds=zeros(Int32, size(x, 2))
- Index vector specifying which predictors should enter linearly, as in linear regression. This does not say that a predictor must enter the model; only that if it enters, it enters linearly.UseBetaCache = false
- Using the “beta cache” takes more memory but is faster (by 20% and often much more for large models).Trace = 0.0
- Set to higher values (up to 5.0?) for increasingly verbose output. Set to special value1.5
for information about memory allocations.
See the documentation and vignette from the R package for details on the optional arguments, which may have slightly different names.
Returns a matrix of predicted outcomes with one row per observation and one column per outcome variable.
Arguments
ef::EarthFit
- fitted earth object.x::VecOrMat{Float64}
- Vector or matrix of (possibly new) predictors.
Given a vector or matrix of (possibly new) predictors, returns a matrix of MARS terms with a constant term in the first column.
Arguments
ef::EarthFit
- fitted earth object.x::VecOrMat{Float64}
- Vector or matrix of (possibly new) predictors.