edr.R: Eigenvectors of the effective dimension reduction (EDR) space

In EDR: Estimation of the Effective Dimension Reduction ('EDR') Space

Description

Computes the eigenvectors of the effective dimension reduction (EDR) space obtained by function edr.

Usage

edr.R(B, m)

Arguments

B	Either an object of class edr created by edr or the list component bhat of such an object.
m	Dimension of the effective dimension reduction (EDR) space. m=1 corresponds to single index models, m>1 specifies a multiindex model.

Value

Matrix of dimension c(m,d) containing the m eigenvectors as rows.

Author(s)

Joerg Polzehl, [e-mail]

References

M. Hristache, A. Juditsky, J. Polzehl and V. Spokoiny (2001). Structure adaptive approach for dimension reduction, The Annals of Statistics. Vol.29, pp. 1537-1566. \ J. Polzehl, S. Sperlich (2009). A note on structural adaptive dimension reduction, J. Stat. Comput. Simul.. Vol. 79 (6), pp. 805–818.

See Also

edr

Examples

require(EDR)
## Not run: demo(edr_ex1)
## Not run: demo(edr_ex2)

Example output

Loading required package: sm
Package 'sm', version 2.2-5.4: type help(sm) for summary information

EDR documentation built on March 26, 2020, 8:42 p.m.