Dear helpers Does R have a package that performs projection pursuit density estimation? Or anyone knows code in Matlab or C for example to do this? Thank you all Luis
Luis, If I am not mistaken, the xgobi package (which requires xgobi executable) does interactive projection pursuit. Others can correct me if I'm wrong and there may be other packages, as well. Sean -----Original Message----- From: lmsilva at fe.up.pt To: r-help at stat.math.ethz.ch Sent: 3/17/2004 9:59 AM Subject: [R] projection pursuit Dear helpers Does R have a package that performs projection pursuit density estimation? Or anyone knows code in Matlab or C for example to do this? Thank you all Luis ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Yes, xgobi does projection pursuit. Though I'm not so sure about 'projection pursuit density estimation'. Not that I know what that is. -----Original Message----- From: Davis, Sean (NIH/NHGRI) [mailto:sdavis2 at mail.nih.gov] Sent: Wednesday, March 17, 2004 10:44 AM To: 'lmsilva at fe.up.pt '; 'r-help at stat.math.ethz.ch ' Subject: RE: [R] projection pursuit Luis, If I am not mistaken, the xgobi package (which requires xgobi executable) does interactive projection pursuit. Others can correct me if I'm wrong and there may be other packages, as well. Sean -----Original Message----- From: lmsilva at fe.up.pt To: r-help at stat.math.ethz.ch Sent: 3/17/2004 9:59 AM Subject: [R] projection pursuit Dear helpers Does R have a package that performs projection pursuit density estimation? Or anyone knows code in Matlab or C for example to do this? Thank you all Luis ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Good point.... Sean -----Original Message----- From: r-help-bounces at stat.math.ethz.ch To: 'r-help at stat.math.ethz.ch ' Sent: 3/17/2004 11:51 AM Subject: RE: [R] projection pursuit Yes, xgobi does projection pursuit. Though I'm not so sure about 'projection pursuit density estimation'. Not that I know what that is. -----Original Message----- From: Davis, Sean (NIH/NHGRI) [mailto:sdavis2 at mail.nih.gov] Sent: Wednesday, March 17, 2004 10:44 AM To: 'lmsilva at fe.up.pt '; 'r-help at stat.math.ethz.ch ' Subject: RE: [R] projection pursuit Luis, If I am not mistaken, the xgobi package (which requires xgobi executable) does interactive projection pursuit. Others can correct me if I'm wrong and there may be other packages, as well. Sean -----Original Message----- From: lmsilva at fe.up.pt To: r-help at stat.math.ethz.ch Sent: 3/17/2004 9:59 AM Subject: [R] projection pursuit Dear helpers Does R have a package that performs projection pursuit density estimation? Or anyone knows code in Matlab or C for example to do this? Thank you all Luis ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
Luis,
See the fastICA package, in particular the final example in the function
fastICA's help page. This doesn't leave you with density estimates, but
with projection-pursuit directions; you still have to figure out how to fit
a density estimate to the rotated data. Actually, as I understand it,
XGobi also finds directions but does not fit a density. However, any
multivariate density estimator ought to be applicable. I'm not aware at
the moment of the tools R offers for multivariate density estimation, but
I'm sure there are multiple possibilities.
_The Elements of Statistical Learning_ by Hastie, Tibshirani, and Friedman
mention a "trick" to use classification tools (which model class
probabilities) to estimate density. Fundamentally, generate data from a
reference distribution, and use the classification tool to estimate
probability of observed data (as opposed to generated data) as a function
of the inputs. These probabilities, normalized to integrate to 1, form a
density estimate. Since there are so very many classification tools
available, this trick offers a lot of flexibility.
Good luck.
Jim Garrett
Baltimore, Maryland, USA
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> From: Jim_Garrett at bd.com > > Luis, > > See the fastICA package, in particular the final example in > the function > fastICA's help page. This doesn't leave you with density > estimates, but > with projection-pursuit directions; you still have to figure > out how to fit > a density estimate to the rotated data. Actually, as I understand it, > XGobi also finds directions but does not fit a density. However, any > multivariate density estimator ought to be applicable. I'm > not aware at > the moment of the tools R offers for multivariate density > estimation, but > I'm sure there are multiple possibilities.I believe locfit() can handle up to 5 dimensions.> _The Elements of Statistical Learning_ by Hastie, Tibshirani, > and Friedman > mention a "trick" to use classification tools (which model class > probabilities) to estimate density. Fundamentally, generate > data from a > reference distribution, and use the classification tool to estimate > probability of observed data (as opposed to generated data) > as a function > of the inputs. These probabilities, normalized to integrate > to 1, form a > density estimate. Since there are so very many classification tools > available, this trick offers a lot of flexibility.Leo Breiman had talked about this `trick' in his early presentations on random forest. However, from my limited experiment, this is an extremely poor way of estimating density. Has anyone else tried it? Cheers, Andy> Good luck. > > Jim Garrett > Baltimore, Maryland, USA > > > ********************************************************************** > This message is intended only for the designated > recipient(s...{{dropped}} > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > >------------------------------------------------------------------------------ Notice: This e-mail message, together with any attachments,...{{dropped}}
I don't think anyone has actually answered this. PPDE is a technical term, defined in Friedman, Steutzle and Schroeder (1984) Projection pursuit density estimation. Journal of the American Statistical Association, 79(387):599-608, September 1984. I don't know of an R implementation, but have known of S ones (to which I no longer have access). If that is not what you mean by PPDE, please give us the reference(s) you have in mind. On Wed, 17 Mar 2004 lmsilva at fe.up.pt wrote:> Does R have a package that performs projection pursuit density estimation? Or > anyone knows code in Matlab or C for example to do this?-- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595