[R] fitting a curve according to a custom loss function
Vadim Ogranovich
vograno at arbitrade.com
Wed Feb 19 19:55:03 CET 2003
Andy,
Here is a toy example where such model might make sense. Suppose y is the
total income of an individual over the last two years and x_1 and x_2 are
the taxes he paid on each of the two years. If taxes were linear in income
then y ~ a*(x_1 + x_2). With a progressive tax system it is
y ~ f(x_1) + f(x_2)
Hope it makes more sense now,
Vadim
> -----Original Message-----
> From: Liaw, Andy [mailto:andy_liaw at merck.com]
> Sent: Wednesday, February 19, 2003 5:33 AM
> > Vadim Ogranovich wrote:
> >
> > >Dear R-Users,
> > >
> > >I need to find a smooth function f() and coefficients a_i
> > that give the best
> > >fit to
> > >
> > >y ~ a_0 + a_1*f(x_1) + a_2*f(x_2)
> > >
>
> The model is very strange (to me, at least). It's not
> obvious to me that
> it's even identifiable. (Sorry that I don't have anything
> constructive to
> add.)
>
> Andy
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