Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: glm redun makedesign

Macro: dpls
Description: calculating latent variables, weights, loadings and path coefficients with dynamic partial least squares algorithm

Usage: {wg,b,sk,sdv,skl,slv,lk,iter} = dpls(w,d,dy,dl,y,lag,genau)
Input:
w a matrix with start weights same dimensions as dy
d a kxk matrix with inner unlagged designs (0 or 1) no diagonal values allowed
dy a lxk matrix with outer designs (0 or 1) rows are counting manifest variables
dl a kxk matrix with inner lagged designs (0 or 1) diagonal elements are showing autoregression
y a nxl matrix with manifest variables (indicators)
lag a scalar of lag order
genau a scalar with canceling criterion
Output:
wg a matrix with weights
b a matrix with loadings
sk a matrix with path coefficients with dimensions like d (kxk)
sdv a matrix with standarddeviations of path coefficients with dimensions like d (kxk)
skl a matrix with lagged path coefficients with dimensions like d (kxk) and ordered like designed
slv a matrix with standarddeviations of path coefficients with dimensions like d (kxk)
lk a matrix with latent variables
iter a scalar shows how many iterations used

Example:
library("xplore")
y=read("indikat.dat")    
dy=read("dy.dat")
d=read("d.dat")
dl=read("dl.dat")
w=dy
{wg,b,sk,sdv,skl,slv,lk,iter}=dpls(w,d,dy,dl,y,1,3)
Result:

Content of subject wg
[1,]  0.0041037        0        0 
[2,]  0.0012524        0        0 
[3,] -6.9495e-05       0        0 
[4,]  0.005811         0        0 
[5,]        0  0.015399         0 
[6,]        0  0.0021495        0 
[7,]        0  0.0070099        0 
[8,]        0        0    0.01665 
[9,]        0        0    0.0046898
Content of object b
[1,]   78.476        0        0 
[2,]   23.739        0        0 
[3,]   -3.259        0        0 
[4,]   111.51        0        0 
[5,]        0   54.125        0 
[6,]        0   6.5044        0 
[7,]        0   21.761        0 
[8,]        0        0   55.625 
[9,]        0        0   15.746 
Content of object sk
[1,]        0        0        0 
[2,]        0        0        0 
[3,]   1.3396   0.0182        0 
Content of object skl
[1,]        0        0        0 
[2,]        0        0        0 
[3,]  -0.8048        0   0.4273 
Content of object lk
[1,]  -1.6271  -1.5907  -1.5722  -1.4829 ...
[2,]  -1.6089  -1.5927    -1.59  -1.5687 ...
[3,]  -2.2242   -1.928   -1.874  -1.5195 ...
Content of object iter
[1,]        3 

Library: metrics
See also: glm redun makedesign

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Prof.Dr.H.G.Strohe Universitaet Potsdam; programmed by Dipl.-Vw. Frank Geppert; See for details: "DPLS Algorithmus und Computerprogramm fuer dynamische Partial-Least-Squares-Modelle"
(C) MD*TECH Method and Data Technologies, 17.8.2000