Implementation of the CVE (Conditional Variance Estimation) method
proposed by Fertl, L. and Bura, E. (2021) <arXiv:2102.08782> and the ECVE
(Ensemble Conditional Variance Estimation) method introduced in
Fertl, L. and Bura, E. (2021) <arXiv:2102.13435>.
CVE and ECVE are sufficient dimension reduction methods
in regressions with continuous response and predictors. CVE applies to general
additive error regression models while ECVE generalizes to non-additive error
regression models. They operate under the assumption that the predictors can
be replaced by a lower dimensional projection without loss of information.
It is a semiparametric forward regression model based exhaustive sufficient
dimension reduction estimation method that is shown to be consistent under mild
assumptions.

Conditional Variance Estimator for Sufficient Dimension
Reduction

package-ubuntu-20.04-r-4.0.5#cran#CVarE-1.1

<p>Null space basis of given matrix 'V'
</p>

<table summary="R argblock"><tr valign="top">
<td><code>V</code></td>
<td>
<p>'(p, q)' matrix</p>
</td>
</tr></table>

<p>Semi-orthogonal '(p, p - q)' matrix spaning the null space of 'V'.
</p>

package-ubuntu-20.04-r-4.0.5#cran#CVarE-1.1#docs#null

null

Description

Usage

Arguments

Value

CVarE

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