Manmohan Chandraker
2011-Feb-16 03:14 UTC
[R] Constraints in projection pursuit regression
Hi, I am solving a projection pursuit regression problem, of the form y = \sum_i f_i (a_i^T x), where a_i are unknown directions, while f_i are unknown univariate link functions. The following is known about each f_i: 1. f_i (0) = 0 (that is, each f_i passes through the origin) 2. f_i is monotonic. Is there a way to ensure that the function ppr() in R produces solutions that respect the above two conditions on f_i? Also, are there ways to enforce constraints on the a_i, say, that the first component is positive? Or that one of the a_i is known. Thanks! [[alternative HTML version deleted]]