summary.Tenv {TRES} | R Documentation |
Summarize method for Tenv object.
Description
Summary method for object returned from TRR.fit
and TPR.fit
functions.
Usage
## S3 method for class 'Tenv'
summary(object, ...)
## S3 method for class 'summary.Tenv'
print(x, ...)
Arguments
object |
An object of class |
... |
Additional arguments. No available arguments exist in this version. |
x |
An object of class |
Details
Extract call
, method
, coefficients
, residuals
, Gamma
from object
. And append mse
, p
-value and the standard error of estimated coefficient.
The mean squared error mse
is defined as 1/n\sum_{i=1}^n||Y_i-\hat{Y}_i||_F^2
, where \hat{Y}_i
is the prediction and ||\cdot||_F
is the Frobenius norm of tensor.
Since the p
-value and standard error depend on the estimation of cov^{-1}
(vec(X)
) which is unavailable for the ultra-high dimensional vec(X)
in tensor predictor regression (TPR), the two statistics are only provided for the object returned from TRR.fit
.
print.summary.Tenv
provides a more readable form of the statistics contained in summary.Tenv
. If object
is returned from TRR.fit
, then p-val
and se
are also returned.
Value
Return object
with additional components
call |
The matched call. |
method |
The implemented method. |
n |
The sample size. |
xdim |
The dimension of predictor. |
ydim |
The dimension of response. |
coefficients |
The tensor coefficients estimated from |
residuals |
The residuals, which equals to the response minus the fitted values. |
Gamma |
A list of envelope subspace basis. |
mse |
The mean squared error. The mean squared Frobenius norm of the difference between each response |
p_val |
The p-value for coefficients. Only for the object returned from |
se |
The standard error for coefficients. Only for the object returned from |
See Also
Fitting functions TRR.fit
, TPR.fit
.
Examples
data("bat")
x <- bat$x
y <- bat$y
fit <- TRR.fit(x, y, method="standard")
##print summary
summary(fit)
##Extract the p-value and standard error from summary
summary(fit)$p_val
summary(fit)$se