dr.fit: Fit dimension reduction regression
Description
Internal function that estimates the central subspace. This will not
typically be called directly by the user. dr.fit.y is the generic name
of a function that returns the response for the particular dimension
reduction regression object. Typically, this just returns a centered
version of the response, but for phdres it returns OLS residuals.Usage
dr.fit(object, numdir=4, tol=1e-07, ...)
dr.fit.y(object)
Arguments
object
dimension reduction regression object
numdir
maximum number of dimensions to consider
tol
tolerance passed to singular value decomposition
...
other arguments passed to dr.fit.M
Value
- evectorsordered eigenvectors that describe the estimates of the
dimension reduction subspace
- evaluesordered eigenvalues
- numdirnumber of eigenvalues
- raw.evectorseigenvectors of the rotated data
- decompwhich decomposition was used?