Bhat_mat_rlist {rrda} | R Documentation |
Generate a list of rank-specific Bhat matrices (the coefficient of Ridge Redundancy Analysis for each parameter lambda and nrank).
Description
Generate a list of rank-specific Bhat matrices (the coefficient of Ridge Redundancy Analysis for each parameter lambda and nrank). 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
Bhat_mat_rlist(Bhat_comp_1L, nrank)
Arguments
Bhat_comp_1L |
A list containing components of Bhat for each lambda value. |
nrank |
A numeric vector indicating the rank(s) of Bhat. |
Value
A list of matrices, each representing a rank-specific Bhat matrix.
[Package rrda version 0.1.1 Index]