Description Usage Arguments Details Value References See Also
Computing the weights for different WOCR models.
1 |
lambda |
The tuning parameter(s) to be optimized. It is 1-D in models |
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: |
a |
The fixed shape parameter a in models |
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.
The (p-dimensional) vectir of weights for each component.
Su, X., Wonkye, Y., Wang, P., and Yin, X. (2016+). Weighted orthogonal component regression (WOCR). Submitted.
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