Renvlp3.4.5 package

Computing Envelope Estimators

boot.env.apweights

Bootstrap for env.apweights

boot.env

Bootstrap for env

boot.env.tcond

Bootstrap for env.tcond

boot.eppls

Bootstrap for eppls

boot.genv

Bootstrap for genv

boot.henv

Bootstrap for henv

boot.logit.env

Bootstrap for logit.env

boot.penv

Bootstrap for penv

boot.pois.env

Bootstrap for pois.env

boot.rrenv.apweights

Bootstrap for rrenv.apweights

boot.rrenv

Bootstrap for rrenv

boot.senv

Bootstrap for senv

boot.stenv

Bootstrap for stenv

boot.sxenv

Bootstrap for sxenv

boot.xenv

Bootstrap for xenv

cv.env.apweights

Cross validation for env.apweights

cv.env

Cross validation for env

cv.env.tcond

Cross validation for env.tcond

cv.eppls

Cross validation for peplos

cv.genv

Cross validation for genv

cv.henv

Cross validation for henv

cv.logit.env

Cross validation for logit.env

cv.penv

Cross validation for penv

cv.pois.env

Cross validation for pois.env

cv.rrenv.apweights

Cross validation for rrenv.apweights

cv.rrenv

Cross validation for rrenv

cv.senv

Cross validation for senv

cv.stenv

Cross validation for stenv

cv.sxenv

Cross validation for sxenv

cv.xenv

Cross validation for xenv

d.select

Select the rank of beta

env.apweights

Fit the envelope model with nonconstant variance

env

Fit the response envelope model

env.tcond

Fit the envelope model with t-distributed errors

eppls

Fit the Envelope-based Partial Partial Least Squares model

felmdir

Fit the functional envelope linear model

felmKL

Fit the functional envelope linear model

genv

Fit the groupwise envelope model

henv

Fit the heteroscedastic envelope model

logit.env

Fit the envelope model in logistic regression

penv

Fit the partial envelope model

pois.env

Fit the envelope model in poisson regression

pred.env.apweights

Estimation or prediction for env.apweights

pred.env

Estimation or prediction for env

pred.env.tcond

Estimation or prediction for env.tcond

pred.eppls

Estimation or prediction for eppls

pred.felmdir

Estimation or prediction for felmdir

pred.felmKL

Estimation or prediction for felmKL

pred.genv

Estimation or prediction for genv

pred.henv

Estimation or prediction for henv

pred.logit.env

Estimation or prediction for logit.env

pred.penv

Estimation or prediction for penv

pred.pois.env

Estimation or prediction for pois.env

pred.rrenv.apweights

Estimation or prediction for rrenv.apweights

pred.rrenv

Estimation or prediction for rrenv

pred.senv

Estimation or prediction for senv

pred.stenv

Estimation or prediction for stenv

pred.sxenv

Estimation or prediction for sxenv

pred.xenv

Estimation or prediction for xenv

pred2.env

Estimation or prediction for env

Renvlp

Computing Envelope Estimators

rrenv.apweights

Fit the reduced-rank envelope model with nonconstant variance

rrenv

Fit the reduced-rank envelope model

senv

Fit the scaled response envelope model

stenv

Fit the simultaneous envelope model

sxenv

Fit the scaled predictor envelope model

testcoef.env.apweights

Hypothesis test of the coefficients of the response envelope model wit...

testcoef.env

Hypothesis test of the coefficients of the response envelope model

testcoef.env.tcond

Hypothesis test of the coefficients of the response envelope model wit...

testcoef.genv

Hypothesis test of the coefficients of the groupwise envelope model

testcoef.henv

Hypothesis test of the coefficients of the heteroscedastic envelope mo...

testcoef.logit.env

Hypothesis test of the coefficients of the envelope model

testcoef.penv

Hypothesis test of the coefficients of the partial envelope model

testcoef.pois.env

Hypothesis test of the coefficients of the envelope model

testcoef.rrenv.apweights

Hypothesis test of the coefficients of the reduced rank envelope model...

testcoef.rrenv

Hypothesis test of the coefficients of the reduced rank envelope model

testcoef.senv

Hypothesis test of the coefficients of the scaled response envelope mo...

testcoef.stenv

Hypothesis test of the coefficients of the simultaneous envelope model

testcoef.sxenv

Hypothesis test of the coefficients of the scaled predictor envelope m...

testcoef.xenv

Hypothesis test of the coefficients of the predictor envelope model

u.env.apweights

Select the dimension of env.apweights

u.env

Select the dimension of env

u.env.tcond

Select the dimension of env.tcond

u.eppls

Select the dimension of eppls

u.felmdir

Find the envelope dimensions in the functional envelope linear model

u.felmKL

Find the envelope dimensions in the functional envelope linear model

u.genv

Select the dimension of genv

u.henv

Select the dimension of henv

u.logit.env

Select the dimension of logit.env

u.penv

Select the dimension of penv

u.pois.env

Select the dimension of pois.env

u.pred2.env

Select the dimension of the constructed partial envelope for predictio...

u.rrenv.apweights

Select the dimension of rrenv.apweights

u.rrenv

Select the dimension of rrenv

u.senv

Select the dimension of senv

u.stenv

Select the dimension of stenv

u.sxenv

Select the dimension of sxenv

u.xenv

Select the dimension of xenv

weighted.env

Weighted response envelope estimator

weighted.penv

Weighted partial envelope estimator

weighted.pred.env

Estimation or prediction using weighted partial envelope

weighted.xenv

Weighted predictor envelope estimator

xenv

Fit the predictor envelope model

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.

  • Maintainer: Minji Lee
  • License: GPL-2
  • Last published: 2023-10-10