Skip to Content
Home » Package reference » edrGraphicalTools » edrGraphicalTools-package {edrGraphicalTools}

edrGraphicalTools-package {edrGraphicalTools}

Provide graphical tools for dimension reduction methods
Package: 
edrGraphicalTools
Version: 
1.0

Description

This package comes to illustrate the article “A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches”. It estimate by bootstrap a square trace correlation criterion which measures the quality of the estimation of the effective dimension reduction (e.d.r) space.

Details

Package: edrGraphicalTools
Type: Package
Version: 1.0
Date: 2010-04-14
License: GPL (>=2.0)
LazyLoad: yes

References

Liquet B. and Saracco, J., A graphical tool for selecting the number of slices and the dimension of the model in SIR and SAVE approaches Revised paper.

See Also

criterionRkh, edr, plot.criterionRkh

Examples

## plot example 1
set.seed(10)
n <- 500
beta <- c(1,rep(0,9))
X <- rmvnorm(n,sigma=diag(10))
eps <- rnorm(n)
Y <- (X%*%beta)**3+eps*((X%*%beta)**2)
## Choice a grid of integer values for H
grid.H <- c(2,5,10,15,20)
res1 <- criterionRkh(Y,X,H=grid.H,K=c(1:10),B=50,method="SIR-I")
plot(res1,choice.H=c(2,5),choice.K=c(1,2))

Author(s)

,

Documentation reproduced from package edrGraphicalTools, version 1.0. License: GPL (>= 2.0)