u.eppls: Select the dimension of eppls

In Renvlp: Computing Envelope Estimators

Select the dimension of eppls

Description

This function outputs dimensions selected by Bayesian information criterion (BIC) for the Envelope-based Partial Partial Least Squares.

Usage

u.eppls(X1, X2, Y)

Arguments

X1	An n by p1 matrix of continuous predictors, where p1 is the number of continuous predictors with p1 < n.
X2	An n by p2 matrix of categorical predictors, where p2 is the number of categorical predictors with p2 < n.
Y	An n by r matrix of multivariate responses, where r is the number of responses.

Value

u.bic	Dimension of the Envelope-based Partial Partial Least Squares.
bic.seq	BIC value for dimension from 0 to p1.

References

Park, Y., Su, Z. and Chung, D. (2022+) Envelope-based Partial Partial Least Squares with Application to Cytokine-based Biomarker Analysis for COVID-19.

Examples

  data(amitriptyline)
  
  Y <- amitriptyline[ , 1:2]
  X1 <- amitriptyline[ , 4:7]
  X2 <- amitriptyline[ , 3]
  u <- u.eppls(X1, X2, Y)
  
  u

Renvlp documentation built on Oct. 11, 2023, 1:06 a.m.