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 dpls makedesign

Quantlet: redun
Description: calculating single redundance and redundance vector for dpls macro as measure for goodness

Usage: {red,redm}=redun(b,sk,lk,skl,y)
Input:
b a matrix with loadings
sk a matrix with path coefficients
lk a matrix with latent variables
skl a matrix with lagged path coefficients
y a matrix with manifest variables (indicators)
Output:
red a scalar with single redundance value
redm a vector with redundace values

Example:

library("metrics")

randomize(13409)

b1=0.3

c1=0.6

s=500

n1=normal(s+1)

n1lag=n1[1:s,]

n1=n1[2:rows(n1),]

n2=b1*n1+c1*n1lag+normal(rows(n1))/5

n=n1 ~ n2

nn=n./sqrt(var(n))

p=( 1 | 2 | 3 | 4 | 0 | 0 | 0) ~ (0 | 0 | 0| 0 | 5 | 6 | 7)

y=nn*p'+normal(rows(n),rows(p))/8

d=(0 | 1) ~ (0 | 0)

dl=(0 | 1) ~ (0 | 0)

w=(1 | 1 | 1 | 1 | 0 | 0 | 0) ~ (0 | 0 | 0 | 0 | 1 | 1 | 1 )

{wg,b,sk,skl,lk,iter}=dpls(w,d,w,dl,y,3)

{red,redm}=redun(b,sk,lk,skl,y)

sk 

skl 

b 

red

Result:



Contents of sk

[1,]        0        0 

[2,]    0.423        0 

Contents of skl

[1,]        0        0 

[2,]    0.856        0 

Contents of b

[1,]   0.9967        0 

[2,]   2.0131        0 

[3,]    3.005        0 

[4,]   4.0134        0 

[5,]        0   5.0093 

[6,]        0   5.9997 

[7,]        0   6.9937 

Contents of red

[1,]  0.90498 


Library: metrics
See also: glm dpls 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 cand rer oec Frank Geppert; See for details: "DPLS Algorithmus und Computerprogramm fuer dynamische Partial-Least-Squares-Modelle"
(C) MD*TECH Method and Data Technologies, 21.9.2000