u.sxenv: Select the dimension of sxenv

In Renvlp: Computing Envelope Estimators

Select the dimension of sxenv

Description

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

Usage

u.sxenv(X, Y, R)

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.
R	The number of replications of the scales. A vector, the sum of all elements of R must be p.

Value

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

Examples

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

u <- u.sxenv(X, Y, R)
u

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