u.senv: Select the dimension of senv

In Renvlp: Computing Envelope Estimators

Select the dimension of senv

Description

This function outputs dimensions selected by Akaike information criterion (AIC), Bayesian information criterion (BIC) for the scaled response envelope model.

Usage

u.senv(X, Y)

Arguments

X	Predictors. An n by p matrix, p is the number of predictors. The predictors can be univariate or multivariate, discrete or continuous.
Y	Multivariate responses. An n by r matrix, r is the number of responses and n is number of observations. The responses must be continuous variables.

Value

u.aic	Dimension of the scaled envelope subspace selected by AIC.
u.bic	Dimension of the scaled envelope subspace selected by BIC.
aic.seq	AIC value for dimension from 0 to r.
bic.seq	BIC value for dimension from 0 to r.

Examples

data(sales)
X <- sales[, 1:3]
Y <- sales[, 4:7]

u <- u.senv(X, Y)
u

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