tt: Treelet transform with Stata

The treelet transform is a recent data reduction technique from the field of machine learning. Sharing many similarities with principal component analysis, the treelet transform can reduce a multidimensional dataset to the projections on a small number of directions or components that account for much of the variation in the original data. However, in contrast to principal component analysis, the treelet transform produces sparse components. This can greatly simplify interpretation. I describe the tt Stata add-on for performing the treelet transform. The add-on includes a Mata implementation of the treelet transform algorithm alongside other functionality to aid in the practical application of the treelet transform. I demonstrate an example of a basic exploratory data analysis using the tt add-on.


Issue Date:
2012
Publication Type:
Journal Article
DOI and Other Identifiers:
st0249 (Other)
PURL Identifier:
http://purl.umn.edu/202127
Published in:
Stata Journal, Volume 12, Number 1
Page range:
130-146
Total Pages:
19

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 Record created 2017-04-01, last modified 2017-04-28

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