Displaying 1 result from an estimated 1 matches for "ytestsampls".
2000 Sep 11
0
SAMPLS R implementation : pbm with algorithm application
...gTs/tgTtg)t*g
t*h=s*
th=s
th2=tTt
betah=(tTyh)/th2
update yh+1=yh-betahth
buid up prediction y*h+1=y*h+betaht*h
end of cycle
----------------------------------- R-code
##xe and ye are the explanatories and responses matrices, xtest and
ytestsampls the variables for 1 sample
x2<-scale(xe,scale=FALSE)
y2<-scale(ye,scale=FALSE)
lv<-1
xtest<-as.matrix(x2[1,])
t<-matrix(0,nrow(ye),1)
c<-xe%*%t(xe)
yh<-y2
ytestsampls<-0
ctest<-xe%*%xtest
for (h in 1:lv) {
s<-c%*%yh
s<-scale(s,scale=FALSE)
stest<-t(ctest)%*...