pSAVE: Partial Sliced Averaged Variance Estimation

Description Usage Arguments Value References

View source: R/pSAVE.r

Description

The partial-SAVE model. This model is correct only under very strong assumptions, the solution is used as the initial value in the orthoDr optimization.

Usage

1
pSAVE(x, a, r, ndr = 2, nslices0 = 2)

Arguments

x

A matrix for features (continuous only).

a

A vector of observed dose levels (continuous only).

r

A vector of reward (outcome).

ndr

The dimension structure

nslices0

Number of slides used for save

Value

A list consisting of

vectors

The basis of central subspace, ordered by eigenvalues

References

Feng, Z., Wen, M.X, Yu, Z. and Zhu L. "On Partial Sufficient Dimension Reduction With Applications to Partially Linear Multi-Index Models" (2013) https://arxiv.org/abs/1704.05046 .


orthoDr documentation built on Sept. 5, 2019, 5:03 p.m.

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