Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: metrics
See also: dpls redun

Quantlet: makedesign
Description: generates interactively design matrices for the dpls quantlet (dynamic partial least squares algorithm)

Usage: {dy,d,dl,w} = makedesign(y)
Input:
y n x l matrix, manifest variables (indicators)
Output:
dy l x k matrix, outer designs (0 or 1); rows are counting manifest variables
d k x k matrix, inner unlagged designs (0 or 1); no diagonal values allowed
dl k x k matrix, inner lagged designs (0 or 1); diagonal elements are showing autoregression
w l x k matrix, start weights same dimensions as dy; will be a copy of dy

Example:
library("metrics")
y=normal(500,9)
{dy,d,dl,w}=makedesign(y)
dy
d
dl
w

Result:
The following design matrices are produced by making
the following choices at makedesign's interactive boxes:



number of latent variables: 3

outer design:
latent variable 1 depends on manifest variables 1, 2, 3 and 4
latent variable 2 depends on manifest variables 5, 6 and 7
latent variable 3 depends on manifest variables 8 and 9

inner unlagged design:
latent variable 3 depends on latent variables 1 and 2

inner lagged design:
latent variable 3 depends on latent variables 1 and 3

Contents of dy

[1,]        1        0        0
[2,]        1        0        0
[3,]        1        0        0
[4,]        1        0        0
[5,]        0        1        0
[6,]        0        1        0
[7,]        0        1        0
[8,]        0        0        1
[9,]        0        0        1


Contents of d

[1,]        0        0        0
[2,]        0        0        0
[3,]        1        1        0


Contents of dl

[1,]        0        0        0
[2,]        0        0        0
[3,]        1        0        1


Contents of w

[1,]        1        0        0
[2,]        1        0        0
[3,]        1        0        0
[4,]        1        0        0
[5,]        0        1        0
[6,]        0        1        0
[7,]        0        1        0
[8,]        0        0        1
[9,]        0        0        1



Author: F. Geppert, W. Haerdle, H.G.Strohe 20021130
(C) MD*TECH Method and Data Technologies, 05.02.2006