Subject: | XploRe Application Guide |
See XploRe: | dpls |
Quantlet: | dpls01 | |
Description: | example for creating and estimating a simple model with DPLS for simulated data | |
Download: | dpls01.xpl |
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),] ;innermodel n2=b1*n1+c1*n1lag+normal(rows(n1))/5 n=n1~n2 nn=n./sqrt(var(n)) ;loadingsmatrix 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) myfit=dpls(w,d,w,dl,y,1,3) myfit.b myfit.sk myfit.skl
Subject: | XploRe Application Guide |
See XploRe: | dpls |