Computing 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.
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NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
checkRd: (-1) testcoef.env.Rd:19: Lost braces
19 | This function tests for hypothesis H0: L beta R = A, versus Ha: L beta R != A. The beta is estimated by the envelope model. If L = Ir, R = Ip and A = 0, then the test is equivalent to the standard F test on if beta = 0. The test statistic used is vec(L beta R - A) hat{Sigma}^{-1} vec(L beta R - A)^{T}, where beta is the envelope estimator and hat{Sigma} is the estimated asymptotic covariance of vec(L beta R - A). The reference distribution is chi-squared distribution with degrees of freedom d1 * d2.
| ^
checkRd: (-1) testcoef.env.Rd:19: Lost braces; missing escapes or markup?
19 | This function tests for hypothesis H0: L beta R = A, versus Ha: L beta
...[truncated]...
nt to the standard F test on if beta = 0. The test statistic used is vec(L beta R - A) hat{Sigma}^{-1} vec(L beta R - A)^{T}, where beta is the envelope estimator and hat{Sigma} is the estimated asymptotic covariance of vec(L beta R - A). The reference distribution is chi-squared distribution with degrees of freedom d1 * d2.
| ^
checkRd: (-1) xenv.Rd:28: Lost braces; missing escapes or markup?
28 | \item{eta}{The estimated eta. According to the envelope parameterization, beta = Gamma * Omega^{-1} * eta.}
| ^NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Minji Lee <minjilee101@gmail.com>’
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as necessary.- NOTE13 NOTENow
- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 113includes a package overview page
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Downloads
Dependencies
Installing Renvlp adds 14 packages (6 with compiled code, 8.4 MB of source tarballs). Heaviest: pls 4.2 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
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Pick two releases to compare their code metrics.
- 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 ↗ ·
removed 1 export
d.stenvadded 30 exports
boot.env.apweights, boot.env.tcond, boot.rrenv.apweights, boot.rrenv, boot.eppls, cv.env.apweights, cv.env.tcond, cv.rrenv.apweights, cv.rrenv, cv.eppls, d.select, env.apweights, env.tcond, rrenv.apweights, rrenv, eppls, pred.env.apweights, pred.env.tcond, pred.rrenv.apweights, pred.rrenv, pred.eppls, testcoef.env.apweights, testcoef.env.tcond, testcoef.rrenv.apweights, testcoef.rrenv, u.env.apweights, u.env.tcond, u.rrenv.apweights, u.rrenv, u.eppls - 3.22022-08-07 · diff ↗ ·
added 7 exports
d.stenv, felmdir, felmKL, pred.felmdir, pred.felmKL, u.felmdir, u.felmKL - 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 ↗ ·
removed 1 export
pattern:^[[:alpha:]]+added 66 exports
boot.env, boot.genv, boot.henv, boot.logit.env, boot.penv, boot.pois.env, boot.senv, boot.stenv, boot.sxenv, boot.xenv, cv.env, cv.genv, cv.henv, cv.logit.env, cv.penv, cv.pois.env, cv.senv, cv.stenv, cv.sxenv, cv.xenv, env, genv, henv, logit.env, penv, pois.env, pred.env, pred.genv, pred.henv, pred.logit.env and 36 more - 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
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