EnvMU: Estimate envelope subspace basis

In kusakehan/TEReg: An R package for tensor envelope regression with tensor response and tensor predictor

Description

SIMPLS-type algorithm for estimating the M-envelope contains span(U) without manifold optimization. This function is a generalization of De Jong, S. (1993) and Cook, R. D., Helland, I. S., & Su, Z. (2013).

Usage

EnvMU(M, U, m)

Arguments

M	M matrix in the envelope objective function. An r-by-r positive semi-definite matrix.
U	U matrix in the envelope objective function. An r-by-r positive semi-definite matrix.
m	The envelope dimension.

Value

Gamma

The basis of M-envelope contains span(U).

References

Cook, R. D., Helland, I. S., & Su, Z. (2013). Envelopes and partial least squares regression. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 75(5), 851-877.

De Jong, S. (1993). SIMPLS: an alternative approach to partial least squares regression. Chemometrics and intelligent laboratory systems, 18(3), 251-263.

kusakehan/TEReg documentation built on May 30, 2019, 7:17 a.m.