Renvlp (version 3.4)

u.senv: Select the dimension of senv

Description

This function outputs dimensions selected by Akaike information criterion (AIC), Bayesian information criterion (BIC) for the scaled response envelope model.

Usage

u.senv(X, Y)

Value

u.aic

Dimension of the scaled envelope subspace selected by AIC.

u.bic

Dimension of the scaled envelope subspace selected by BIC.

aic.seq

AIC value for dimension from 0 to r.

bic.seq

BIC value for dimension from 0 to r.

Arguments

X

Predictors. An n by p matrix, p is the number of predictors. The predictors can be univariate or multivariate, discrete or continuous.

Y

Multivariate responses. An n by r matrix, r is the number of responses and n is number of observations. The responses must be continuous variables.

Examples

data(sales)
X <- sales[, 1:3]
Y <- sales[, 4:7]

u <- u.senv(X, Y)
u