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 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("metrics") 
y=normal(500,9)
{dy,d,dl,w}=makedesign(y)    
dy
d
dl
w	
Result:
The following design matrices are produced by making
the following choices at makedesign's interactive boxes:
number of latent variables: 3
outer design: 
latent variable 1 depends on manifest variables 1, 2, 3 and 4 
latent variable 2 depends on manifest variables 5, 6 and 7
latent variable 3 depends on manifest variables 8 and 9
inner unlagged design: 
latent variable 3 depends on latent variables 1 and 2
inner lagged design: 
latent variable 3 depends on latent variables 1 and 3
Contents of dy
[1,]        1        0        0 
[2,]        1        0        0 
[3,]        1        0        0 
[4,]        1        0        0 
[5,]        0        1        0 
[6,]        0        1        0 
[7,]        0        1        0 
[8,]        0        0        1 
[9,]        0        0        1 
Contents of d
[1,]        0        0        0 
[2,]        0        0        0 
[3,]        1        1        0 
Contents of dl
[1,]        0        0        0 
[2,]        0        0        0 
[3,]        1        0        1 
Contents of w
[1,]        1        0        0 
[2,]        1        0        0 
[3,]        1        0        0 
[4,]        1        0        0 
[5,]        0        1        0 
[6,]        0        1        0 
[7,]        0        1        0 
[8,]        0        0        1 
[9,]        0        0        1 

Library: metrics
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, 17.8.2000