get_Bhat_comp {rrda} | R Documentation |
Compute the components of the coefficient Bhat using SVD.
Description
Compute the components of Bhat using SVD. In our formula, Bhat is stored as LeftBhatlambda_k (p times r matrix) and RightBhatlambda_k (q times r). Here, n is the number of samples, p is the number of variables of X, q is the number of variables of Y, and r is the specified rank in the Ridge Redundancy Analysis.
Usage
get_Bhat_comp(rsid2_1L, DUtY, nrank, tV)
Arguments
rsid2_1L |
A numeric vector used for each lambda value. |
DUtY |
A numeric matrix (n times q). |
nrank |
A numeric vector indicating the rank(s) of Bhat. |
tV |
A numeric matrix. |
Value
A list containing the left and right components of Bhat (LeftBhatlambda_k
, RightBhatlambda_k
and singular values (Bd) for GSVD of Bhat).
[Package rrda version 0.1.1 Index]