SIGMAS {mbrdr} | R Documentation |
compute all required SIGMA matrices for "pfrr"
and "upfrr"
Description
Returns Sigmahat, Sigmahat_fit and Sigmahat_res for principal fitted response reduction and unstructured principal fitted response reduction using the choice of fx.
Usage
SIGMAS(Y, fx)
Arguments
Y |
|
fx |
the chosen fx |
Details
Both of principal fitted response reduction and unstructured principal fitted response reduction require to compute many SIGMAs. The SIGMAs are as follows: Sigmahat = (Y^T Y)/n; Sigmahat_fit = (Y^T P_fx Y)/n; Sigmahat_res = Sigmahat - Sigmahat_fit.
Value
A list of Sigmahat, Sigmahat_fit and Sigmahat_res.
Author(s)
Jae Keun Yoo, peter.yoo@ewha.ac.kr
Examples
data(mps)
X <- mps[,c(5:6,8:14)]
Y <- mps[,c(1:4)]
fx1 <- choose.fx(X)
fx2 <- choose.fx(X, fx.choice=4, nclust=3)
SIGMAS(Y, fx1)
SIGMAS(Y, fx2)
[Package mbrdr version 1.1.1 Index]