Renvlp (version 3.4.5)

u.eppls: Select the dimension of eppls

Description

This function outputs dimensions selected by Bayesian information criterion (BIC) for the Envelope-based Partial Partial Least Squares.

Usage

u.eppls(X1, X2, Y)

Value

u.bic

Dimension of the Envelope-based Partial Partial Least Squares.

bic.seq

BIC value for dimension from \(0\) to \(p1\).

Arguments

X1

An \(n\) by \(p1\) matrix of continuous predictors, where \(p1\) is the number of continuous predictors with \(p1 < n\).

X2

An \(n\) by \(p2\) matrix of categorical predictors, where \(p2\) is the number of categorical predictors with \(p2 < n\).

Y

An \(n\) by \(r\) matrix of multivariate responses, where \(r\) is the number of responses.

References

Park, Y., Su, Z. and Chung, D. (2022+) Envelope-based Partial Partial Least Squares with Application to Cytokine-based Biomarker Analysis for COVID-19.

Examples

  data(amitriptyline)
  
  Y <- amitriptyline[ , 1:2]
  X1 <- amitriptyline[ , 4:7]
  X2 <- amitriptyline[ , 3]
  u <- u.eppls(X1, X2, Y)
  
  u