RENV: Robust Envelope Regression for Sufficient Dimension Reduction

Description Usage Arguments Value

View source: R/RobustEnvelope.R

Description

This is a modification of the ENV function that uses a robust estimator of location and scatter to calculate weights, and then the envelope regression is run on the re-weighted data.

Usage

1
RENV(formula, data, rank = "all", yrank = "all", se = TRUE)

Arguments

formula

model formula

data

data frame

rank

number of dimensions

yrank

number of dimensions for a multivariate response.

se

should standard errors for the regression basis be calculated? defaults to TRUE.

Value

an sdr object


abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.