Renvlp
3.4.5Computing Envelope Estimators
Overview
Provides a general routine, envMU, which allows estimation of the M envelope of span(U) given root n consistent estimators of M and U. The routine envMU does not presume a model. This package implements response envelopes, partial response envelopes, envelopes in the predictor space, heteroscedastic envelopes, simultaneous envelopes, scaled response envelopes, scaled envelopes in the predictor space, groupwise envelopes, weighted envelopes, envelopes in logistic regression, envelopes in Poisson regression envelopes in function-on-function linear regression, envelope-based Partial Partial Least Squares, envelopes with non-constant error covariance, envelopes with t-distributed errors, reduced rank envelopes and reduced rank envelopes with non-constant error covariance. For each of these model-based routines the package provides inference tools including bootstrap, cross validation, estimation and prediction, hypothesis testing on coefficients are included except for weighted envelopes. Tools for selection of dimension include AIC, BIC and likelihood ratio testing. Background is available at Cook, R. D., Forzani, L. and Su, Z. (2016) doi:10.1016/j.jmva.2016.05.006. Optimization is based on a clockwise coordinate descent algorithm.
Install
Health
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- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 33%
Downloads
Dependencies
Code & Tests
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People & History
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12 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 3.4.5Latest
- RR 4.3.0 released · 2023-04-21
- 3.42023-04-19 · diff ↗
- 3.32023-01-07 · diff ↗
- 3.22022-08-07 · diff ↗
- 3.12022-05-13 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 3.02021-09-11 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 2.92020-11-15 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.82020-03-16 · diff ↗
- 2.72019-07-23 · diff ↗
Package metadata
- First published
- 2018-01-18
- Total releases
- 12 / 8 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 34 KB / 10 files
- Download size
- 131 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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