| Name : R-Renvlp
| |
| Version : 3.4.5
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.1.5
| Date : 2024-06-14 11:25:39
|
| Group : Development/Libraries/Other
| Source RPM : R-Renvlp-3.4.5-lp153.1.5.src.rpm
|
| Size : 0.82 MB
| |
| Packager : (none)
| |
| Summary : Computing Envelope Estimators
|
Description :
Provides a general routine, envMU, which allows estimation of the M
envelope of span(U) given root n consistent estimators of M and U. The
routine envMU does not presume a model. This package implements
response envelopes, partial response envelopes, envelopes in the
predictor space, heteroscedastic envelopes, simultaneous envelopes,
scaled response envelopes, scaled envelopes in the predictor space,
groupwise envelopes, weighted envelopes, envelopes in logistic
regression, envelopes in Poisson regression envelopes in
function-on-function linear regression, envelope-based Partial Partial
Least Squares, envelopes with non-constant error covariance, envelopes
with t-distributed errors, reduced rank envelopes and reduced rank
envelopes with non-constant error covariance. For each of these
model-based routines the package provides inference tools including
bootstrap, cross validation, estimation and prediction, hypothesis
testing on coefficients are included except for weighted envelopes.
Tools for selection of dimension include AIC, BIC and likelihood ratio
testing. Background is available at Cook, R. D., Forzani, L. and Su,
Z. (2016) < doi:10.1016/j.jmva.2016.05.006>. Optimization is based on a
clockwise coordinate descent algorithm.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
