Tenv: Tensor response envelope estimator

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

Description

This function gives the tensor envelope estimator for tensor response regression.

Usage

Tenv(Yn, Xn, u, opts=NULL)

Arguments

Xn	A vector predictor of dimension p.
Yn	The response tensor instance r_1\times r_2\times \cdots \times r_m.
u	The dimension of envelope subspace.u=(u_1,\cdots,u_m).
opts	The option structure for Feasi. See function OptimballGBB1D.

Value

Btil	The ordinary least square estimator (OLS).
Bhat	The envelope based estimator.
PGamma	The projection matrix onto envelope subspace.

References

Li, L., & Zhang, X. (2017). Parsimonious tensor response regression. Journal of the American Statistical Association, 112(519), 1131-1146.

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