Feature Matrix Builder
Plots coefficients in an impulse response format
Make a matrix with coefficients distributed as dist
Select and fit sparse linear model with LASSO
Matrix size-preserving diff function
Convert vector into a matrix of lag columns
Extends eOuter to allow a matrix for the first argument
Extend outer product.
Convert vector x into a matrix
Multivariate second order polynomial expansion.
Replace values in an R object coerible to a matrix
Remove padded rows from matrix X
expandFunctions: a feature matrix builder
Freeman-Tukey transform
Helper function for eLag.
Generate special functions using orthonormal functions
Expand an input matrix X using raptObj.
Define a Random Affine Projection Transformation (RAPT) object
Reset annoyingly persistent warning messages.
Informative plots for Y and Yhat
Plot y and yHat on the same scale w/reference line
Generates feature matrix outputs from R object inputs using a variety of expansion functions. The generated feature matrices have applications as inputs for a variety of machine learning algorithms. The expansion functions are based on coercing the input to a matrix, treating the columns as features and converting individual columns or combinations into blocks of columns. Currently these include expansion of columns by efficient sparse embedding by vectors of lags, quadratic expansion into squares and unique products, powers by vectors of degree, vectors of orthogonal polynomials functions, and block random affine projection transformations (RAPTs). The transformations are magrittr- and cbind-friendly, and can be used in a building block fashion. For instance, taking the cos() of the output of the RAPT transformation generates a stationary kernel expansion via Bochner's theorem, and this expansion can then be cbind-ed with other features. Additionally, there are utilities for replacing features, removing rows with NAs, creating matrix samples of a given distribution, a simple wrapper for LASSO with CV, a Freeman-Tukey transform, generalizations of the outer function, matrix size-preserving discrete difference by row, plotting, etc.