Renvlp: Computing Envelope Estimators

Description Details Author(s) References


This package contains functions for estimating envelope models including response envelopes, partial response envelopes, envelopes in the predictor space, heteroscedastic envelopes, simultaneous envelopes, scaled response envelopes, scaled envelopes in the predictor space, groupwise envelopes, weighted envelopes, envelopes in logistic regression and envelopes in poisson regression.


Package: Renvlp
Type: Package
Version: 2.6.5
Date: 2019-02-27
License: GPL-2
Imports: Rsolnp
Suggests: Mass, stats


Minji Lee and Zhihua Su.

Maintainer: Minji Lee <[email protected]>


Cook, R. D., Forzani, L. and Su, Z. (2016) A Note on Fast Envelope Estimation. Journal of Multivariate Analysis. 150, 42-54.

Cook, R. D., Li, B. and Chiaromente, F. (2010). Envelope Models for Parsimonious and Efficient Multivariate Linear Regression (with discussion). Statist. Sinica 20, 927- 1010.

Su, Z. and Cook, R.D. (2011). Partial envelopes for efficient estimation in multivariate linear regression. Biometrika 98, 133 - 146.

Cook, R. D., Helland, I. S. and Su, Z. (2013). Envelopes and Partial Least Squares Re- gression. Journal of the Royal Statistical Society: Series B 75, 851 - 877.

Su, Z. and Cook, R.D. (2013). Estimation of Multivariate Means with Heteroscedastic Error Using Envelope Models. Statistica Sinica, 23, 213-230.

Cook, R. D., Zhang, X. (2015). Simultaneous Envelopes for Multivariate Linear Regression. Technometrics 57, 11 - 25.

Cook, R. D., Su, Z. (2013). Scaled Envelopes: scale Invariant and Efficient Estimation in Multivariate Linear Regression. Biometrika 100, 939 - 954.

Cook, R. D., Su, Z. (2016). Scaled Predictor Envelopes and Partial Least Squares Regression. Technometrics 58, 155 - 165.

Park, Y., Su, Z. and Zhu, H. (2017) Groupwise envelope models for Imaging Genetic Analysis. Biometrics, to appear.

Eck, D. J. and Cook, R. D. (2017). Weighted Envelope Estimation to Handle Variability in Model Selection. Biometrika.

Cook, R. D., Zhang, X. (2015). Foundations for Envelope Models and Methods. Journal of the American Statistical Association 110, 599 - 611.

Renvlp documentation built on Feb. 28, 2019, 1:04 a.m.