SIGMAS {mbrdr}

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

n \times r response matrix

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, [e-mail]

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)