Usage: |
{edr, eigen} = sir1 (matYX, nbslices)
|
Input: |
| matYX | n x (p+1) matrix containing the value of the dependent
variable in its first column, the values of the p
explanatory variables in the last p columns,
for a sample of size n.
|
| nbslices | optional scalar parameter,
number of slices for the non missing y's cases.
(By default, it is equal to 5)
|
Output: |
| edr | p x p matrix which contains the estimated EDR directions
(in columns), sorted according to the increasing values
of their corresponding eigenvalues.
|
| eigen | p x 1 matrix which contains the corresponding eigenvalues
sorted according to the increasing values.
|