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 |
library("xplore") {dy,d,dl,w}=makedesign(y) {wg,b,sk,skl,lk,iter}=dpls(w,d,dy,dl,y,3)
Library: | xplore |
See also: | glm dpls redun |