Description Usage Arguments Details Value References
Estimate the envelope subspace with specified dimension.
1 | envMU(M, U, u)
|
M |
M matrix in the envelope objective function. An r by r semi-positive definite matrix. |
U |
U matrix in the envelope objective function. An r by r semi-positive definite matrix. |
u |
Dimension of the envelope. An integer between 0 and r. |
This function estimate the envelope subspace using an non-Grassmann optimization algorithm. The starting value and optimization algorithm is described in Cook et al. (2015).
Gammahat |
The orthogonal basis of the envelope subspace. |
Gamma0hat |
The orthogonal basis of the complement of the envelope subspace. |
objfun |
The minimized objective function. |
Cook, R. D., Forzani, L. and Su, Z. (2015) Algorithms for Envelope Estimation II. Manuscript.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.