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Re: [S] S-plus ace() function

To: s-news@wubios.wustl.edu, dvir@math.tau.ac.il
Subject: Re: [S] S-plus ace() function
From: Prof Brian Ripley <ripley@stats.ox.ac.uk>
Date: Mon, 27 Sep 1999 17:33:11 +0100 (BST)
Reply-to: Prof Brian Ripley <ripley@stats.ox.ac.uk>
Sender: owner-s-news@wubios.wustl.edu
> Date: Mon, 27 Sep 1999 14:59:49 +0200 (GMT+0200)
> From: Yoav Dvir <dvir@math.tau.ac.il>
> 
> I use Splus 4.5 and have some questions about the ace() function:
> 
> 1. As part of the algorithm ace() must have something like gam().
>  In gam() one can use the function s() or l() which usually must be
>  supplied by smoothing parameters. Nothing like that appears in ace().
>  What are the defaults?

It uses supsmu (a running lines smoother), and that chooses its own
bandwidth by cross-validation.  You can read about supsmu in its man
page or in the S-PLUS manuals, or in the source code (see below) or
even in Venables & Ripley (1999, p. 285).

> 3. There are two steps in each iteration of the algorithm. If one 
>  wants to use weights in my view there must be two sets of weights,
>  one for each step, Yet one can supply only one set of weights (wt=...),
>  how this set of weights is incorporated into the algorithm?

As I understand it, w[i] = 3 means `act as if there are three copies
of (y[i], x[i, ])'.

> 4. In general I have found the help of the software for ace() far from
>  being enough. Where I can find more information about the ace() 
>  implementation (not on the theory of ace()).

You can look at the source code, both the S functions and the Fortran code,
which is on Statlib http://lib.stat.cmu.edu/general/ace. As far as I know,
the call to "acemace" is essentially to MACE in that source file.
(This is guesswork, but I think I did once try substituting it and got
the same answers.)  I found this (and the sources for avas and ppreg) very
helpful in understanding these.  If you need any more specific help,
I may be able to assist, so please ask me privately.


-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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