CRAN/E | Renvlp

Renvlp

Computing Envelope Estimators

Installation

About

Provides a general routine, envMU, which allows estimation of the M envelope of span(U) given root n consistent estimators of M and U. The routine envMU does not presume a model. This package implements response envelopes, partial response envelopes, envelopes in the predictor space, heteroscedastic envelopes, simultaneous envelopes, scaled response envelopes, scaled envelopes in the predictor space, groupwise envelopes, weighted envelopes, envelopes in logistic regression, envelopes in Poisson regression envelopes in function-on-function linear regression, envelope-based Partial Partial Least Squares, envelopes with non-constant error covariance, envelopes with t-distributed errors, reduced rank envelopes and reduced rank envelopes with non-constant error covariance. For each of these model-based routines the package provides inference tools including bootstrap, cross validation, estimation and prediction, hypothesis testing on coefficients are included except for weighted envelopes. Tools for selection of dimension include AIC, BIC and likelihood ratio testing. Background is available at Cook, R. D., Forzani, L. and Su, Z. (2016) doi:10.1016/j.jmva.2016.05.006. Optimization is based on a clockwise coordinate descent algorithm.

Key Metrics

Version 3.4.5
R ≥ 3.5.0
Published 2023-10-10 251 days ago
Needs compilation? no
License GPL-2
CRAN checks Renvlp results

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Maintainer

Maintainer

Minji Lee

Authors

Minji Lee
Zhihua Su

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

Renvlp archive

Depends

R ≥ 3.5.0

Imports

Rsolnp
stats
orthogonalsplinebasis
pls
matrixcalc
Matrix

Suggests

MASS