 Usage:  {jhat,g,mhat} = pcad(x,xg,y,h,bn)  

 

 Input:



  x                      n x d matrix, the design 

                         

  xg                     ng x d matrix, the points where we want to estimate 

                         

  y                      n x 1 matrix, the response 

                         

  h                      d x 1 matrix or scalar, chosen bandwidth 

                         

  bn                     scalar, threshold for choosing significant directions 

                         

 Output:



  jhat                   q x 1 matrix, the set of significant directions 

                         

  g                      ng x q matrix, additive functions on principal components 

                         

  mhat                   ng x 1 matrix, estimate of regression using the 

                         significant functions 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

