Package: Renvlp 3.4.5

Minji Lee

Renvlp: Computing Envelope Estimators

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.

Authors:Minji Lee, Zhihua Su

Renvlp_3.4.5.tar.gz
Renvlp_3.4.5.tar.gz(r-4.5-noble)Renvlp_3.4.5.tar.gz(r-4.4-noble)
Renvlp_3.4.5.tgz(r-4.4-emscripten)Renvlp_3.4.5.tgz(r-4.3-emscripten)
Renvlp.pdf |Renvlp.html
Renvlp/json (API)

# Install 'Renvlp' in R:
install.packages('Renvlp', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

102 exports 0.00 score 7 dependencies 93 scripts 393 downloads

Last updated 11 months agofrom:6fe7c0178f. Checks:OK: 1 NOTE: 1. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 12 2024
R-4.5-linuxNOTESep 12 2024

Exports:boot.envboot.env.apweightsboot.env.tcondboot.epplsboot.genvboot.henvboot.logit.envboot.penvboot.pois.envboot.rrenvboot.rrenv.apweightsboot.senvboot.stenvboot.sxenvboot.xenvcv.envcv.env.apweightscv.env.tcondcv.epplscv.genvcv.henvcv.logit.envcv.penvcv.pois.envcv.rrenvcv.rrenv.apweightscv.senvcv.stenvcv.sxenvcv.xenvd.selectenvenv.apweightsenv.tcondepplsfelmdirfelmKLgenvhenvlogit.envpenvpois.envpred.envpred.env.apweightspred.env.tcondpred.epplspred.felmdirpred.felmKLpred.genvpred.henvpred.logit.envpred.penvpred.pois.envpred.rrenvpred.rrenv.apweightspred.senvpred.stenvpred.sxenvpred.xenvpred2.envrrenvrrenv.apweightssenvstenvsxenvtestcoef.envtestcoef.env.apweightstestcoef.env.tcondtestcoef.genvtestcoef.henvtestcoef.logit.envtestcoef.penvtestcoef.pois.envtestcoef.rrenvtestcoef.rrenv.apweightstestcoef.senvtestcoef.stenvtestcoef.sxenvtestcoef.xenvu.envu.env.apweightsu.env.tcondu.epplsu.felmdiru.felmKLu.genvu.henvu.logit.envu.penvu.pois.envu.pred2.envu.rrenvu.rrenv.apweightsu.senvu.stenvu.sxenvu.xenvweighted.envweighted.penvweighted.pred.envweighted.xenvxenv

Dependencies:latticeMatrixmatrixcalcorthogonalsplinebasisplsRsolnptruncnorm

Readme and manuals

Help Manual

Help pageTopics
Computing Envelope EstimatorsRenvlp-package
Amitriptyline Dataamitriptyline
Berkeley Guidance Study DataBerkeley
Bootstrap for envboot.env
Bootstrap for env.apweightsboot.env.apweights
Bootstrap for env.tcondboot.env.tcond
Bootstrap for epplsboot.eppls
Bootstrap for genvboot.genv
Bootstrap for henvboot.henv
Bootstrap for logit.envboot.logit.env
Bootstrap for penvboot.penv
Bootstrap for pois.envboot.pois.env
Bootstrap for rrenvboot.rrenv
Bootstrap for rrenv.apweightsboot.rrenv.apweights
Bootstrap for senvboot.senv
Bootstrap for stenvboot.stenv
Bootstrap for sxenvboot.sxenv
Bootstrap for xenvboot.xenv
Concrete Slump Test Datasetconcrete
Cross validation for envcv.env
Cross validation for env.apweightscv.env.apweights
Cross validation for env.tcondcv.env.tcond
Cross validation for peploscv.eppls
Cross validation for genvcv.genv
Cross validation for henvcv.henv
Cross validation for logit.envcv.logit.env
Cross validation for penvcv.penv
Cross validation for pois.envcv.pois.env
Cross validation for rrenvcv.rrenv
Cross validation for rrenv.apweightscv.rrenv.apweights
Cross validation for senvcv.senv
Cross validation for stenvcv.stenv
Cross validation for sxenvcv.sxenv
Cross validation for xenvcv.xenv
Select the rank of betad.select
Fit the response envelope modelenv
Fit the envelope model with nonconstant varianceenv.apweights
Fit the envelope model with t-distributed errorsenv.tcond
Fit the Envelope-based Partial Partial Least Squares modeleppls
Fit the functional envelope linear modelfelmdir
Fit the functional envelope linear modelfelmKL
Pulp and Paper Datafiberpaper
Fit the groupwise envelope modelgenv
Fit the heteroscedastic envelope modelhenv
Horseshoe Crab Datahorseshoecrab
Fit the envelope model in logistic regressionlogit.env
New Jersey Open Covid-19 DatasetNJdata
Fit the partial envelope modelpenv
Fit the envelope model in poisson regressionpois.env
Estimation or prediction for envpred.env
Estimation or prediction for env.apweightspred.env.apweights
Estimation or prediction for env.tcondpred.env.tcond
Estimation or prediction for epplspred.eppls
Estimation or prediction for felmdirpred.felmdir
Estimation or prediction for felmKLpred.felmKL
Estimation or prediction for genvpred.genv
Estimation or prediction for henvpred.henv
Estimation or prediction for logit.envpred.logit.env
Estimation or prediction for penvpred.penv
Estimation or prediction for pois.envpred.pois.env
Estimation or prediction for rrenvpred.rrenv
Estimation or prediction for rrenv.apweightspred.rrenv.apweights
Estimation or prediction for senvpred.senv
Estimation or prediction for stenvpred.stenv
Estimation or prediction for sxenvpred.sxenv
Estimation or prediction for xenvpred.xenv
Estimation or prediction for envpred2.env
Fit the reduced-rank envelope modelrrenv
Fit the reduced-rank envelope model with nonconstant variancerrenv.apweights
Sales staff Datasales
Fit the scaled response envelope modelsenv
Fit the simultaneous envelope modelstenv
Fit the scaled predictor envelope modelsxenv
Hypothesis test of the coefficients of the response envelope modeltestcoef.env
Hypothesis test of the coefficients of the response envelope model with nonconstant variancetestcoef.env.apweights
Hypothesis test of the coefficients of the response envelope model with t-distributed errorstestcoef.env.tcond
Hypothesis test of the coefficients of the groupwise envelope modeltestcoef.genv
Hypothesis test of the coefficients of the heteroscedastic envelope modeltestcoef.henv
Hypothesis test of the coefficients of the envelope modeltestcoef.logit.env
Hypothesis test of the coefficients of the partial envelope modeltestcoef.penv
Hypothesis test of the coefficients of the envelope modeltestcoef.pois.env
Hypothesis test of the coefficients of the reduced rank envelope modeltestcoef.rrenv
Hypothesis test of the coefficients of the reduced rank envelope model with nonconstant error variancetestcoef.rrenv.apweights
Hypothesis test of the coefficients of the scaled response envelope modeltestcoef.senv
Hypothesis test of the coefficients of the simultaneous envelope modeltestcoef.stenv
Hypothesis test of the coefficients of the scaled predictor envelope modeltestcoef.sxenv
Hypothesis test of the coefficients of the predictor envelope modeltestcoef.xenv
Select the dimension of envu.env
Select the dimension of env.apweightsu.env.apweights
Select the dimension of env.tcondu.env.tcond
Select the dimension of epplsu.eppls
Find the envelope dimensions in the functional envelope linear modelu.felmdir
Find the envelope dimensions in the functional envelope linear modelu.felmKL
Select the dimension of genvu.genv
Select the dimension of henvu.henv
Select the dimension of logit.envu.logit.env
Select the dimension of penvu.penv
Select the dimension of pois.envu.pois.env
Select the dimension of the constructed partial envelope for prediction based on envelope modelu.pred2.env
Select the dimension of rrenvu.rrenv
Select the dimension of rrenv.apweightsu.rrenv.apweights
Select the dimension of senvu.senv
Select the dimension of stenvu.stenv
Select the dimension of sxenvu.sxenv
Select the dimension of xenvu.xenv
Automobile Datasetvehicles
Water strider datawaterstrider
Weighted response envelope estimatorweighted.env
Weighted partial envelope estimatorweighted.penv
Estimation or prediction using weighted partial envelopeweighted.pred.env
Weighted predictor envelope estimatorweighted.xenv
Wheat Protein Datawheatprotein
Fit the predictor envelope modelxenv