boot.xenv: Bootstrap for xenv

View source: R/boot.xenv.R

boot.xenvR Documentation

Bootstrap for xenv

Description

Compute bootstrap standard error for the predictor envelope estimator.

Usage

boot.xenv(X, Y, u, B)

Arguments

X

Predictors. An n by p matrix, p is the number of predictors and n is number of observations. The predictors must be continuous variables.

Y

Responses. An n by r matrix, r is the number of responses. The response can be univariate or multivariate and must be continuous variable.

u

Dimension of the envelope. An integer between 0 and p.

B

Number of bootstrap samples. A positive integer.

Details

This function computes the bootstrap standard errors for the regression coefficients in the envelope model in predictor space by bootstrapping the residuals.

Value

The output is a p by r matrix.

bootse

The standard error for elements in beta computed by bootstrap.

Examples

data(wheatprotein)
X <- wheatprotein[, 1:6]
Y <- wheatprotein[, 7]

## Not run: B <- 100
## Not run: bootse <- boot.xenv(X, Y, 2, B)
## Not run: bootse

Renvlp documentation built on Aug. 8, 2022, 1:06 a.m.

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