Additivity and Variance Stabilization for Regression

DESCRIPTION:
Computes a form of nonlinear regression which transforms both the dependent and independent variables to produce an additive model with constant residual variance.

USAGE:
avas(x, y, wt=<<see below>>, monotone=NULL, linear=NULL,
      categorical=NULL, circular=NULL, tolerance=0.01, span.var="cv")

REQUIRED ARGUMENTS:
x:
vector or matrix containing the explanatory variables. Columns represent variables and rows represent observations. Missing values are not accepted.
y:
vector containing the response variable. This must have the same number of observations as x. Missing values are not accepted.

OPTIONAL ARGUMENTS:
wt:
vector of weights. The length of wt should be the same as the length of y. By default an unweighted regression is carried out (all weights are unity).
monotone:
integer vector specifying which variables are to be transformed by monotone transformations. Values in monotone refer to the columns of the x matrix.
linear:
integer vector specifying which variables are to be transformed by linear transformations. Positive values in linear refer to columns of the x matrix and a zero value refers to the y variable.
categorical:
integer vector specifying which variables assume categorical values. Values in categorical refer to columns of the x matrix.
circular:
integer vector specifying which variables assume circular (periodic) values. Values in circular refer to columns of the x matrix. A variable specified as circular that has values outside the range [0, 1] will be transformed using the default (general ordered) transformation.
tolerance:
termination threshold. Iteration stops when the multiple R-squared changes by less than tolerance in 3 consecutive iterations.
span.var:
fraction of the data used for smoothing the variance, span.var must lie between 0 and 1, or can be set to the character string "cv" for cross validation.

VALUE:
a list with the following components:
tx:
vector or matrix of the transformed x values. This is a vector when there is only one x variable.
ty:
vector like y of the transformed y values.
rsq:
the multiple R-squared value for the transformed values.
iterations:
iteration number.
span.var:
actual span used for smoothing the variance.

DETAILS:
The y variable can only be transformed using the linear or general ordered (the default) transformations.

REFERENCES:
Tibshirani, R. (1988). Estimating transformations for regression via additivity and variance stabilization. Journal of the American Statistical Association 83, 394-405.

The chapter "Regression and Smoothing for Continous Response Data" in the S-PLUS Guide to Statistical and Mathematical Analysis.


SEE ALSO:
ace , ppreg , gam .

EXAMPLES:
x <- runif(200, 0, 2*pi);  y <- exp(sin(x)+rnorm(200)/2)
a <- avas(x, y)
plot(y, a$ty) # view the response transformation
plot(x, a$tx) # view the carrier transformation
plot(a$tx, a$ty) # examine the linearity of the fitted model