Man pages for meszre/tauPFC
Computes Robust Estimators for the PFC Model
| angle_AB | Angles between subspaces |
| cross_val_pfc | Selection of the dimension of the sufficient reduction... |
| generate | Data simulation |
| h | computes the difference between the mean of rhoc values and... |
| initial | Initial coefficients and covariance estimators for PFC model |
| initial_d0 | computes initial value of the coefficients, beta0, and the S... |
| kappa_and_c | Constants for tau-scale estimator |
| MLE | Maximum likelihood estimators for the Principal Fitted... |
| MscaleNR | computes Mscale using Newton Raphson |
| phi1 | computes phi1 function, internally used to compute the... |
| psic | First derivative of the quasi-optimal rho function |
| psicprime | Second derivative of the quasi-optimal rho function |
| rhoc | Quasi-optimal rho function |
| sqrtm2 | computes the principal square root of the matrix A |
| tauestimate | Tau estimate for the Principal Fitted Components Model (PFC) |
| tauestimate_d0 | computes initial tau estimates without covariables (d=0) for... |
| tauRRR | Tau estimate for Reduced Rank Regression |
| weights2 | computes weights for the algorithm |
