SpiceFP

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Software:5984572



CRANSpiceFPMaRDI QIDQ5984572

Sparse Method to Identify Joint Effects of Functional Predictors

Girault Gnanguenon Guesse, Patrice Loisel, Benedicte Fontez, Nadine Hilgert

Last update: 1 June 2023

Software version identifier: 0.1.0, 0.1.1, 0.1.2


Copyright license: GNU General Public License, version 3.0

A set of functions allowing to implement the 'SpiceFP' approach which is iterative. It involves transformation of functional predictors into several candidate explanatory matrices (based on contingency tables), to which relative edge matrices with contiguity constraints are associated. Generalized Fused Lasso regression are performed in order to identify the best candidate matrix, the best class intervals and related coefficients at each iteration. The approach is stopped when the maximal number of iterations is reached or when retained coefficients are zeros. Supplementary functions allow to get coefficients of any candidate matrix or mean of coefficients of many candidates. The methods in this package are describing in Girault Gnanguenon Guesse, Patrice Loisel, Bénedicte Fontez, Thierry Simonneau, Nadine Hilgert (2021) "An exploratory penalized regression to identify combined effects of functional variables -Application to agri-environmental issues" <https://hal.archives-ouvertes.fr/hal-03298977>.