Usage: |
res = sir1(matYX,nbslices)
|
Input: |
| matYX | n x (p+1) matrix, first column contains values of the dependent
variable y, next p columns contain the values of the p
explanatory variables; n stands for the sample size.
|
| nbslices | optional scalar,
number of slices for the non-missing y's cases.
Default: nbslices = 5.
|
Output: |
| res.edr | p x p matrix, the estimated EDR directions
(columnwise), sorted according to the increasing values
of the corresponding eigenvalues. |
| res.eigen | p x 1 vector, the corresponding eigenvalues
sorted according to the increasing values. |