[R] Projection Pursuit

Oliver Lyttelton oliver at bic.mni.mcgill.ca
Mon Jul 11 18:51:16 CEST 2005


Just a quick question about ppr in library modreg.

I have looked at Ripley and Venables 2002 and it says that projection
pursuit works "by projecting X in M carefully chosen directions"

I want to know how it choses the directions? I presume it moves around the
high-dimensional space of unit vectors finding ones that separate the
response variables, but how.

I looked at the code, but can't get deeper in than the Fortran call to

I tried to look up Friedman 87, but can't find an electronic reference.

Can anyone help, or point me in the direction of an online reference?

Thanks in advance,

Oliver Lyttelton

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