R help - Jul 2005 - Projection Pursuit

Hello,

Just a quick question about ppr in library modreg.

I have looked at Ripley and Venables 2002 and it says that projection
pursuit works "by projecting X in M carefully chosen directions"

I want to know how it choses the directions? I presume it moves around the
high-dimensional space of unit vectors finding ones that separate the
response variables, but how.

I looked at the code, but can't get deeper in than the Fortran call to
Smart.

I tried to look up Friedman 87, but can't find an electronic reference.

Can anyone help, or point me in the direction of an online reference?

Thanks in advance,

Oliver Lyttelton

Google can be helpful.  The 10th hit I got from "projection pursuit
regression" is http://www.scs.gmu.edu/~jgentle/csi991/03f/ppreg1024.rtf,
which gives some rough outline of the algorithm.  If you want more detail,
Ripley (1996) PRNN would suffice, I believe.

Andy
> From: Oliver Lyttelton
> 
> Hello,
> 
> Just a quick question about ppr in library modreg.
> 
> I have looked at Ripley and Venables 2002 and it says that projection
> pursuit works "by projecting X in M carefully chosen directions"
> 
> I want to know how it choses the directions? I presume it 
> moves around the
> high-dimensional space of unit vectors finding ones that separate the
> response variables, but how.
> 
> I looked at the code, but can't get deeper in than the Fortran call to
> Smart.
> 
> I tried to look up Friedman 87, but can't find an electronic 
> reference.
> 
> Can anyone help, or point me in the direction of an online reference?
> 
> Thanks in advance,
> 
> Oliver Lyttelton
> 
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