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stratasphere

Stratified Spherical Approximate Conditional Modeling
Daniel Percival
Apache License 2.0
For data where the observations occur or are collected in a stratified fashion, the strata level effect is sometimes not of interest or is simply impossible to estimate. Conditioning on the strata eliminates these difficulties, but leads to a combinatorially complex calculation. The spherical approximate method replaces this complex calculation with a closed form solution, leading to a simple fixed point iteration method for fitting the linear model. This package implements linear model fitting via Stratasphere(), and stepwise regression and boosting extensions via StratasphereStep() and StratasphereBoost(), respectively. Note that this package is distributed under the Apache 2.0 license.
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stratasphere 1.0 3 years 8 weeks ago
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