API

DegreesOfFreedom.df_regtreeMethod
df_regtree(; ps = [1, 5, 10], maxd = 4)

Experiment for degrees of freedom for regression trees with number of features ps and maximum depth maxd.

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DegreesOfFreedom.gen_dataFunction
gen_data(n, p, p1)

Generate simulation data:

  • X of size nxp
  • β of size p, where only the first p1 elements are signal.
  • y of size p: y = Xβ + ε
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DegreesOfFreedom.iter_ridgeMethod
iter_ridge(X::AbstractMatrix, y::AbstractVector, λ::Real)

Conduct iterative ridge regression for y on X with smoothness penalty parameter λ.

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DegreesOfFreedom.run_experiment_splinesMethod
run_experiment_splines()

Run the experiment of splines, whose results will be saved into a .sil file (can be later loaded via deserialize) and a .tex file (the table displayed in the paper).

source
DegreesOfFreedom.run_experiment_treeMethod
run_experiment_tree()

Run the experiment for regression tree, whose results are saved into a .sil file (can be later loaded via deserialize) and a .tex file (the table in the paper).

source