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Subject: XploRe Application Guide
See XploRe: pcad

Quantlet: gam14
Description: estimates the additive components, significant directions and the regression on principal components for simulated data
Download: gam14.xpl

Code:
library("gam")
n = 100
v =uniform(n,4)
x =v[,2:4]
y =x[,1]^2+0.1*x[,2]+normal(n)
h =0.5
bn=0.02
gest=pcad(x,x,y,h,bn)
gest.jhat
gest.g
gest.mhat                        

Subject: XploRe Application Guide
See XploRe: pcad

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