prim                  package:prim                  R Documentation

_P_a_t_i_e_n_t _R_u_l_e _I_n_d_u_c_t_i_o_n _M_e_t_h_o_d (_P_R_I_M)

_D_e_s_c_r_i_p_t_i_o_n:

     PRIM for bump-hunting for high-dimensional regression-type data.

_D_e_t_a_i_l_s:

     The data are (X_1, Y_1), ..., (X_n, Y_n)  where X_i is
     d-dimensional and Y_i is a scalar response. We wish to find the
     modal (and/or anti-modal) regions in the conditional  expectation
     m(x) = E(Y | x).  

     PRIM is a bump-hunting technique introduced by Friedman & Fisher
     (1999), taken from data mining. PRIM estimates are a sequence of
     nested hyper-rectangles (boxes).

     For an overview of this package, see 'vignette("prim")' for PRIM
     estimation for 2- and 5-dimensional data.

_A_u_t_h_o_r(_s):

     Tarn Duong <tduong@maths.unsw.edu.au>

_R_e_f_e_r_e_n_c_e_s:

     Friedman, J.H. & Fisher, N.I. (1999) Bump-hunting for high
     dimensional data, _Statistics and Computing_, *9*, 123-143.

     Hyndman, R.J.  Computing and graphing highest density regions.
     _The American Statistician_, *50*, 120-126.

