| 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 |