EDR direction estimating method, system, and program, and memory medium for storing the program
US6931363B2 · kind B2 · utility
Assignee
Inventors
Key dates
| Filing date | Oct 30, 2003 |
| Grant date | Aug 16, 2005 |
| Priority date | — |
| Expiry date | Dec 2, 2023 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06F17/18
- WIPO fieldComputer technology
- WIPO sectorElectrical engineering
Abstract
The aim of the present invention is to estimate EDR directions in a single index model composed of a large number of variables with simple calculations without using the inverse matrix of the variance-covariance matrix and principle component analysis. Data conversion means 21 receives, from an input device 3, data to be analyzed, the data composed of sets of response variables and explanatory variables, standardizes the explanatory variables, and sends them to slice average calculating means 22. The slice average calculating means 22 divides the data into two slices with reference to the median of the response variables to calculate the mean vector of the explanatory variables on a slice basis. The calculated mean vectors are sent to EDR direction calculating means 23. The EDR direction calculating means 23 calculates the difference between the mean vectors for respective slices to estimate an EDR direction. The EDR direction calculating means 23 also corrects the estimated EDR direction using the inverse matrix of the correlation matrix of the explanatory variables, if any. Both the estimated EDR direction and the corrected EDR direction are sent to the data conversion means 21, …
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.