[R] Reporting ppr fits and using them externally.

Robert Chatfield chatfield at alumni.rice.edu
Wed Jun 28 06:55:39 CEST 2006

The pursuit projection packages ppr is an excellent contribution to  
R.  It is great for one-to-three ridge fits,
often somewhat intuitive, and for multi-ridge fits, where it at least  
describes a lot of variance.

Like many folk, I need to report the fits obtained from ppr to the  
greater, outside, non-R
world.  It is fairly obvious how to use the terms alpha and beta to  
report on directionality
and importance.

It has proven difficult to report on the spline fits generated.  We  
are moving into some "cryptanalysis"
of the uncommented "predict"  code with the "ppr" method in order to  
locate the information,
and can report, if warranted.

The question:
How can one simply recover the spline knots and the spline parameters  
associated with
a particular fit?

Are we missing something obvious, or has there been contributed code  
that we could
make use of?   We have considered making spline fits of the spline  
fit variables, but this
seems a bit obtuse.

In our case, there are usually several thousand rows of the predictor  
variables, so the exact
description of the knots is necessary but not very problem-dependent.

A second (rhetorical) question:
Can more information be associated with the differing projection  
directions chosen
for the fit?  We have made a second analysis with sphered data, and  
run arbitrary
subsets to assess contributions of spline fits along the various  
directions, and computed
correlations with fitted and (fitted+residual) data. Maybe there's a  
more standard approach we're missing.

Thanks for your advice!

Bob Chatfield / NASA Ames Research Center

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