SCGLR (version 1.1)

f2x: Regression coefficients conversion

Description

converts the regression coefficients associated with the components into coefficients associated with the initial regressors

Usage

f2x(Xcr, centerx, invsqrtm, gamma, u, comp)

Arguments

Xcr

matrix of the standardized regressors

centerx

vector of the regressors' means

invsqrtm

metric matrix M^(-1/2)

gamma

(generalized) regression coefficients associated with the components

u

matrix of the component coordinates on Xcr (component = Xcr * u)

comp

matrix of the components

Value

• beta matrix containing the regression coefficients associated with the regressors X