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: xplore
See also: glm dpls redun

Macro: makedesign
Description: generates with help of userdialog design matrices for the dpls macro (dynamic partial least squares algorithm)

Usage: {dy,d,dl,w} = makedesign(y)
Input:
y a nxl-matrix with manifest variables (indicators)
Output:
dy a lxk matrix with outer designs (0 or 1) rows are counting manifest variables
d a kxk matrix with inner unlagged designs (0 or 1) no diagonal values allowed
dl a kxk matrix with inner lagged designs (0 or 1) diagonal elements are showing autoregression
w a matrix with start weights same dimensions as dy will be a copy of dy

Example:
library("xplore")
{dy,d,dl,w}=makedesign(y)    
{wg,b,sk,skl,lk,iter}=dpls(w,d,dy,dl,y,3)
Result:


Library: xplore
See also: glm dpls redun

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, 28.6.1999