All functions
|
|
MLE()
|
Maximum likelihood estimators for the Principal Fitted Components (PFC) Model |
|
MscaleNR()
|
computes Mscale using Newton Raphson |
|
angle_AB()
|
Angles between subspaces |
|
cross_val_pfc()
|
Selection of the dimension of the sufficient reduction subspace |
|
generate()
|
Data simulation |
|
h()
|
computes the difference between the mean of rhoc values and 0.5 |
|
initial()
|
Initial coefficients and covariance estimators for PFC model |
|
initial_d0()
|
computes initial value of the coefficients, beta0, and
the S robust covariance as initial value of the covariance matrix delta= |
|
kappa_and_c()
|
Constants for tau-scale estimator |
|
phi1()
|
computes phi1 function, internally used to compute the weights for the algorithm |
|
psic()
|
First derivative of the quasi-optimal rho function |
|
psicprime()
|
Second derivative of the quasi-optimal rho function |
|
rhoc()
|
Quasi-optimal rho function |
|
sqrtm2()
|
computes the principal square root of the matrix A |
|
tauRRR()
|
Tau estimate for Reduced Rank Regression |
|
tauestimate()
|
Tau estimate for the Principal Fitted Components Model (PFC) |
|
tauestimate_d0()
|
computes initial tau estimates without covariables (d=0) for mu (center) and delta (dispersion) |
|
weights2()
|
computes weights for the algorithm |