[R] Projection Pursuit
andy_liaw at merck.com
Mon Jul 11 19:49:33 CEST 2005
Google can be helpful. The 10th hit I got from "projection pursuit
regression" is http://www.scs.gmu.edu/~jgentle/csi991/03f/ppreg1024.rtf,
which gives some rough outline of the algorithm. If you want more detail,
Ripley (1996) PRNN would suffice, I believe.
> From: Oliver Lyttelton
> 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
> Can anyone help, or point me in the direction of an online reference?
> Thanks in advance,
> Oliver Lyttelton
> R-help at stat.math.ethz.ch mailing list
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