prim {prim} | R Documentation |
PRIM for bump-hunting for high-dimensional regression-type data.
The data are (X_1, Y_1), ..., (X_n, Y_n) where X_i is d-dimensional and Y_i is a scalar response. We wish to find the modal (and/or anti-modal) regions in the conditional expectation m(x) = E(Y | x).
PRIM is a bump-hunting technique introduced by Friedman & Fisher (1999), taken from data mining. PRIM estimates are a sequence of nested hyper-rectangles (boxes).
For an overview of this package, see vignette("prim")
for PRIM
estimation for 2- and 5-dimensional data.
Tarn Duong <tduong@maths.unsw.edu.au>
Friedman, J.H. & Fisher, N.I. (1999) Bump-hunting for high dimensional data, Statistics and Computing, 9, 123–143.
Hyndman, R.J. Computing and graphing highest density regions. The American Statistician, 50, 120–126.