Compute the components of the coefficient Bhat using SVD.

Compute the components of Bhat using SVD. In our formula, Bhat is stored as LeftBhatlambda_k (p times r matrix) and RightBhatlambda_k (q times r). Here, n is the number of samples, p is the number of variables of X, q is the number of variables of Y, and r is the specified rank in the Ridge Redundancy Analysis.

Usage

get_Bhat_comp(rsid2_1L, DUtY, nrank, tV)

Arguments

rsid2_1L

A numeric vector used for each lambda value.

DUtY

A numeric matrix (n times q).

nrank

A numeric vector indicating the rank(s) of Bhat.

tV

A numeric matrix.

Value

A list containing the left and right components of Bhat (LeftBhatlambda_k , RightBhatlambda_k and singular values (Bd) for GSVD of Bhat).