weighting: Computing the weights for different WOCR models.

Description Usage Arguments Details Value References See Also

Description

Computing the weights for different WOCR models.

Usage

1
weighting(lambda, d, gamma, model = "RR.d.lambda", a = 20)

Arguments

lambda

The tuning parameter(s) to be optimized. It is 1-D in models RR.d.lambda, RR.gamma.lambda, PCR.d.c, PCR.gamma.c and 2-D in models PCR.d.a.c and PCR.gamma.a.c.

d

The vector of singular values of the design matrix X.

gamma

The vector of coefficients, consisting of the inner product of each orthogonal component and the repsonse y.

model

Specifies the WOCR model to be fitted. Six choices are possible: RR.d.lambda, RR.gamma.lambda, PCR.d.c, PCR.gamma.c, PCR.d.a.c and PCR.gamma.a.c.

a

The fixed shape parameter a in models PCR.d.c and PCR.gamma.c only. Its default value is 20.

Details

This function computes the weights for each orthogonal component, depending on which WOCR model is used. It is intended for internal use within this package only.

Value

The (p-dimensional) vectir of weights for each component.

References

See Also

WOCR


xgsu/WOCR documentation built on May 4, 2019, 1:06 p.m.