Google can be helpful. The 10th hit I got from "projection pursuit regression" is http://www.scs.gmu.edu/~jgentle/csi991/03f/ppreg1024.rtf, which gives some rough outline of the algorithm. If you want more detail, Ripley (1996) PRNN would suffice, I believe.
Andy > From: Oliver Lyttelton > > Hello, > > Just a quick question about ppr in library modreg. > > I have looked at Ripley and Venables 2002 and it says that projection > pursuit works "by projecting X in M carefully chosen directions" > > I want to know how it choses the directions? I presume it > moves around the > high-dimensional space of unit vectors finding ones that separate the > response variables, but how. > > I looked at the code, but can't get deeper in than the Fortran call to > Smart. > > I tried to look up Friedman 87, but can't find an electronic > reference. > > Can anyone help, or point me in the direction of an online reference? > > Thanks in advance, > > Oliver Lyttelton > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html > > > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
