Statistical learning model, systematic plus random part

Formula: y_i = f(x_i) + eps_i, i = 1..n (eq. 1.1). The systematic part f is determined by the predictors; eps has mean zero.

Usage

Msm001(x, f = NULL, noise = NULL)

Arguments

x

Predictor values.

f

Systematic function; identity when NULL.

noise

Error terms; zero when NULL.

Value

List with estimate, y, systematic, mean_error, method.

References

Montesinos Lopez, Montesinos Lopez & Crossa (2022), Multivariate Statistical Machine Learning Methods for Genomic Prediction, Springer, eq. (1.1) p.8. DOI 10.1007/978-3-030-89010-0.

Examples

V <- c(1, 2, 3, 4, 5, 6, 7, 8)
Msm001(V)
#> $estimate
#> [1] 1
#> 
#> $y
#> [1] 1 2 3 4 5 6 7 8
#> 
#> $systematic
#> [1] 1 2 3 4 5 6 7 8
#> 
#> $mean_error
#> [1] 0
#> 
#> $method
#> [1] "model = systematic + random (MVSML 2022 eq. 1.1)"
#>