EDR (version 0.6-7)

edr.R: Eigenvectors of the effective dimension reduction (EDR) space

Description

Computes the eigenvectors of the effective dimension reduction (EDR) space obtained by function edr.

Usage

edr.R(B, m)

Arguments

B

Either an object of class edr created by edr or the list component bhat of such an object.

m

Dimension of the effective dimension reduction (EDR) space. m=1 corresponds to single index models, m>1 specifies a multiindex model.

Value

Matrix of dimension c(m,d) containing the m eigenvectors as rows.

References

M. Hristache, A. Juditsky, J. Polzehl and V. Spokoiny (2001). Structure adaptive approach for dimension reduction, The Annals of Statistics. Vol.29, pp. 1537-1566. \ J. Polzehl, S. Sperlich (2009). A note on structural adaptive dimension reduction, J. Stat. Comput. Simul.. Vol. 79 (6), pp. 805--818.

See Also

edr

Examples

# NOT RUN {
require(EDR)
# }
# NOT RUN {
demo(edr_ex1)
# }
# NOT RUN {
demo(edr_ex2)
# }