[R] Projection Pursuit

[Liaw, Andy]

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.

Andy

> From: Oliver Lyttelton
> 
> Hello,
> 
> 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
> Smart.
> 
> 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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