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Vanilla hunting

Source: R/hunt.R
hunt_vanilla.Rd

Hunt by fitting residuals on X.

Usage

hunt_vanilla(
  fit_hunt_method,
  resids,
  X,
  X.cols = 1:ncol(X),
  trim.outlier = TRUE,
  arg.fit_hunt_method = NULL,
  predict_fun_hunt = stats::predict
)

Arguments

fit_hunt_method

Function with signature fit_hunt_method(y, X, ...) that returns a fitted alternative model \(\hat{g} \in \mathcal{G}\). For a fitted g, it must support predict_fun_hunt(g, X) for evaluation.

resids

Residuals (i.e., negative scores) of length n from the null model.

X

Covariates of dim n x p.

X.cols

Subset of covariates to hunt. (Default: 1:ncol(X))

trim.outlier

If TRUE, outliers in \(\hat{h}(X)\) will be trimmed from the hunted \(\hat{h}\) using Tukey's IQR rule.

arg.fit_hunt_method

Named list of additional arguments passed to fit_hunt_method (default to NULL).

predict_fun_hunt

Function with signature predict_fun_hunt(fit, X) returning a numeric vector of predictions from the alternative-model fit. Default stats::predict.

Value

An object of class "hunt", a list with elements:

hunt.fit

The fitted hunt model produced by fit_hunt_method.

trim.bounds

The Tukey IQR trimming bounds, or c(-Inf, Inf) when trim.outlier = FALSE.

predict_fun_hunt

The prediction function for hunt.fit, as supplied.

X.cols

The columns of X used for the hunt, as supplied.

h

A function with signature h(X) giving the hunted signal.