38 lines
1.1 KiB
R
38 lines
1.1 KiB
R
#' @export
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directions <- function(dr, k) {
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UseMethod("directions")
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}
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#' Computes projected training data \code{X} for given dimension `k`.
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#'
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#' @param dr Instance of 'cve' as returned by \code{cve}.
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#' @param k SDR dimension to use for projection.
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#'
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#' @examples
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#' # create B for simulation (k = 1)
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#' B <- rep(1, 5) / sqrt(5)
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#' set.seed(21)
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#' # creat predictor data x ~ N(0, I_p)
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#' x <- matrix(rnorm(500), 100, 5)
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#' # simulate response variable
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#' # y = f(B'x) + err
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#' # with f(x1) = x1 and err ~ N(0, 0.25^2)
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#' y <- x %*% B + 0.25 * rnorm(100)
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#' # calculate cve with method 'simple' for k = 1
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#' set.seed(21)
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#' cve.obj.simple <- cve(y ~ x, k = 1, method = 'simple')
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#' # get projected data for k = 1
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#' x.proj <- directions(cve.obj.simple, k = 1)
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#' # plot y against projected data
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#' plot(x.proj, y)
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#'
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#' @method directions cve
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#' @aliases directions directions.cve
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#' @export
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directions.cve <- function(dr, k) {
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if (!(k %in% names(dr$res))) {
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stop("SDR directions for requested dimension `k` not computed.")
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}
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return(dr$X %*% dr$res[[as.character(k)]]$B)
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}
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