u.senv {Renvlp} | R Documentation |
Select the dimension of senv
Description
This function outputs dimensions selected by Akaike information criterion (AIC), Bayesian information criterion (BIC) for the scaled response envelope model.
Usage
u.senv(X, Y)
Arguments
X |
Predictors. An n by p matrix, p is the number of predictors. The predictors can be univariate or multivariate, discrete or continuous. |
Y |
Multivariate responses. An n by r matrix, r is the number of responses and n is number of observations. The responses must be continuous variables. |
Value
u.aic |
Dimension of the scaled envelope subspace selected by AIC. |
u.bic |
Dimension of the scaled envelope subspace selected by BIC. |
aic.seq |
AIC value for dimension from 0 to r. |
bic.seq |
BIC value for dimension from 0 to r. |
Examples
data(sales)
X <- sales[, 1:3]
Y <- sales[, 4:7]
u <- u.senv(X, Y)
u
[Package Renvlp version 3.4.5 Index]