Description Usage Arguments Value References Examples
This algorithm is a generalization of the SIMPLS algorithm in De Jong, S. (1993). See Cook (2018) Section 6.5 for more details of this generalized moment-based envelope algorithm; see Cook, Helland, and Su (2013) for a connection between SIMPLS and the predictor envelope in linear model.
1 | simplsMU(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. |
Returns the estimated orthogonal basis of the envelope subspace.
De Jong, S., 1993. SIMPLS: an alternative approach to partial least squares regression. Chemometrics and intelligent laboratory systems, 18(3), pp.251-263.
Cook, R.D., Helland, I.S. and Su, Z., 2013. Envelopes and partial least squares regression. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75(5), pp.851-877.
Cook, R.D., 2018. An introduction to envelopes: dimension reduction for efficient estimation in multivariate statistics (Vol. 401). John Wiley & Sons.
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