get1Dini {envlpaster} | R Documentation |
Finds appropriate starting values for the 1D-algorithm.
get1Dini(A,B)
A |
A |
B |
A |
The 1D-algorithm is sensitive to starting values. Maximizers of
the 1D-algorithm objective function are close to eigenvectors of
A
or (A
+B
). The vector, w
, is the
eigenvector of A
or (A
+B
) which produces the
largest value of the 1D-algorithm objective function.
w |
An appropriate starting value for the 1D-algorithm. |
Cook, R.D. and Zhang, X. (2014). Foundations for Envelope Models and Methods. JASA, In Press.
Cook, R.D. and Zhang, X. (2015). Algorithms for Envelope Estimation. Journal of Computational and Graphical Statistics, Published online. doi: 10.1080/10618600.2015.1029577.
## Not run: library(envlpaster)
data(simdata30nodes)
data <- simdata30nodes.asterdata
nnode <- length(vars)
xnew <- as.matrix(simdata30nodes[,c(1:nnode)])
m1 <- aster(xnew, root, pred, fam, modmat)
avar <- m1$fisher
beta <- m1$coef
U <- beta %o% beta
get1Dini(A = avar, B = U)
## End(Not run)