get1Dobj {envlpaster} R Documentation

## get1Dobj

### Description

The objective function for the 1D-algorithm.

### Usage

  get1Dobj(w,A,B)


### Arguments

 w A vector of length of p. A A \sqrt{n} estimate of an estimator's asymptotic covariance matrix. B A \sqrt{n} estimate of the parameter associated with the space we are enveloping. for our purposes this quantity is either the outer product of the MLE of the mean-value submodel parameter vector with itself or the outer product of the MLE of the canonical submodel parameter vector with itself.

### Details

This function evaluates the objective function for the 1D-algorithm at w, A, and B. The maximizer of this objective function is desired for a problem specific A and B.

### Value

 Fw The value of the objective function for the 1D-algorithm evaluated at w, A, and B.

### References

Cook, R.D. and Zhang, X. (2014). Foundations for Envelope Models and Methods. JASA, In Press.

Cook, R.D. and Zhang, X. (2015). Algorithms for Envelope Estimation. Journal of Computational and Graphical Statistics, Published online. doi: 10.1080/10618600.2015.1029577.

### Examples

## Not run: library(envlpaster)
data(simdata30nodes)
data <- simdata30nodes.asterdata
nnode <- length(vars)
xnew <- as.matrix(simdata30nodes[,c(1:nnode)])
m1 <- aster(xnew, root, pred, fam, modmat)
avar <- m1$fisher beta <- m1$coef
U <- beta %o% beta
get1Dobj(w = beta, A = avar, B = U)
## End(Not run)


[Package envlpaster version 0.1-2 Index]
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