Alternating conditional expectations: Difference between revisions

Revision as of 07:34, 8 August 2018

Revision as of 07:35, 8 August 2018

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The ACE algorithm was developed in the context of known distributions. In practice, data distributions are seldom known and the conditional expectation should be estimated from data. [[R language]] has a package <kbd>acepack</kbd> which implements ACE algorithm. The following example shows its usage:

library(acepack)

TWOPI <- 8 * atan(1)

x <- runif(200, 0, TWOPI)

y <- exp(sin(x) + rnorm(200)/2)

a <- ace(x, y)

par(mfrow=c(3,1))

plot(a$y, a$ty) # view the response transformation

plot(a$x, a$tx) # view the carrier transformation

plot(a$tx, a$ty) # examine the linearity of the fitted model

== Discussion ==