On ldr R Package

If you are running R, connected to the internet, and have write privileges on your computer's disk, you can install ldr by typing the following command in the R command window:

> install.packages("ldr")

To use the ldr package you must enter the library command in R:

> library(ldr)

Some Examples Using ldr

For more detail, see the manuscript about the ldr package.

Example 1: Covariance Reduction - CORE

# obtain the sample covariances
Sigmas <- list()
Sigmas[[1]] <- as.matrix(read.table(url("http://www.math.umbc.edu/~kofi/ldr/snake1.txt")))
Sigmas[[2]] <- as.matrix(read.table(url("http://www.math.umbc.edu/~kofi/ldr/snake2.txt")))

#Fit core through ldr using a simulated annealing procedure with GrassmannOptim; short = FALSE
fit <- ldr(Sigmas=Sigmas, ns=c(139, 90), numdir=4, model="core", short=FALSE, sim_anneal=TRUE, max_iter=500)

#Fit core through ldr using a simulated annealing procedure with GrassmannOptim; short = TRUE
fit1 <- ldr(Sigmas=Sigmas, ns=c(139, 90), numdir=2, model="core", verbose=TRUE, short=TRUE, sim_anneal=TRUE, max_iter=500)

Example 2: Likelihood Acquired Directions - LAD

X <- flea[,-1]
y <- as.integer(factor(flea[,1], levels=unique(flea[,1])))
fit <- ldr(X=as.matrix(X), y=y, numdir=3, model="lad", short=FALSE)

mycol <- y
R <- t(fit$Gammahat[[3]])%*%t(X)

# Plotting the first two directions of the reductions
plot(R[1,], R[2,], xlab="LAD - Dir1", ylab="LAD - Dir2", pch=as.numeric(y), cex=1.50, col=mycol)


fit <- ldr(X=bigmac[,-1], y=log(bigmac[,1]), ycat=FALSE, numdir=1, nslices=2, model="lad", short=TRUE, verbose=TRUE, sim_anneal=TRUE, max_iter=300)

# Plotting the response against the reduction
plot(y, t(fit$Gammahat)%*%t(X), ylab="Sufficient Reduction", xlab="bigmac", cex=1.5)

Example 3: Principal Fitted Components - PFC

# Fit PFC with a piecewise constant basis with 5 slices and short=FALSE
fit <- ldr(X=bigmac[,-1], fy=bf(bigmac[,1], case="pdisc", degree=0, nslices=5), model="pfc", numdir=3, structure="aniso", short=FALSE)

# Similar fit with short=TRUE
fit1 <- ldr(X=bigmac[,-1], fy=bf(bigmac[,1], case="pdisc", degree=0, nslices=5), model="pfc", numdir=2, structure="aniso", short=TRUE)

# Plotting the first direction of the reduction against the response
R <- t(fit1$Gammahat)%*%solve(fit1$Deltahat)%*%t(X)
plot(y, R[1,], ylab="Dir1 - PFC", xlab="bigmac", cex=1.5)

The views and opinions expressed in this page are strictly those of the page author. The contents of this page have not been approved by the University of Maryland.

This page was last modified on September 12, 2012

drupal hit counter