manifold1Dplus {envlpaster} | R Documentation |
The 1D algorithm
manifold1Dplus(M,U,u)
M |
A |
U |
A |
u |
The dimension of the envelope space assumed. |
This function calls get1Dobj
, get1Dini
, and get1Dderiv
in order to find
\max_{w} \left[ \log(w^TMw) + \log(w^T(M+U)w) - 2\log(w^Tw) \right]
using Polak-Ribiere conjugate gradient in optim
. This
maximization is conducted a total of u
times and at each iteration
a vector belonging to the envelope space is returned. The vector
returned at a specific iteration is orthogonal to the vectors
returned at previous iterations. When finished, a basis matrix
for the envelope space is returned.
G |
A |
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
manifold1Dplus(M = avar, U = U, u = 1)
## End(Not run)