condExpectation: Conditional expectation for the SIR method.

In tuxette/SirStatis: STATIS, dual STATIS and SIR-STATIS for cubic data

Description

condExpectation computes the conditional expectation of X given y with a slicing approach.

Usage

condExpectation(data, y, H, scale = TRUE)

Arguments

data	List; The list of tables to study.
y	A numerical variable of interest.
H	Integer; The number of slices to cut y.
scale	Logicial; Should the data be scaled by the Frobenius norm of the covariance matrix (TRUE) or not (FALSE)? Default is TRUE.

Value

a list consisting of

• pdata the conditional expectations of X given y (list of lenght T)

• weights the number of observations in every slides

tuxette/SirStatis documentation built on May 14, 2019, 8:03 a.m.