Description Usage Arguments Details Value References See Also Examples
The 1D algorithm (Cook and Zhang 2016) implemented with Riemannian manifold optimization from R package ManifoldOptim.
1 | manifold1D(M, U, u, ...)
|
M |
The p-by-p positive definite matrix M in the envelope objective function. |
U |
The p-by-p positive semi-definite matrix U in the envelope objective function. |
u |
An integer between 0 and n representing the envelope dimension. |
... |
Additional user-defined arguments:
The default values are: |
Estimate M
-envelope of span(U)
. The dimension of the envelope is u
.
Return the estimated orthogonal basis of the envelope subspace.
Cook, R.D. and Zhang, X., 2016. Algorithms for envelope estimation. Journal of Computational and Graphical Statistics, 25(1), pp.284-300.
Huang, W., Absil, P.A., Gallivan, K.A. and Hand, P., 2018. ROPTLIB: an object-oriented C++ library for optimization on Riemannian manifolds. ACM Transactions on Mathematical Software (TOMS), 44(4), pp.1-21.
1 2 3 4 5 6 7 |
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.