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All functions

Bhat_mat_rlist()
Generate a list of rank-specific Bhat matrices (the coefficient of Ridge Redundancy Analysis for each parameter lambda and nrank).
MSE_lambda_rank()
Compute MSE for different ranks of the coefficient Bhat and lambda.
Yhat_mat_rlist()
Generate a list of rank-specific Yhat matrices.
get_Bhat_comp()
Compute the components of the coefficient Bhat using SVD.
get_lambda()
Estimate an appropriate value for the ridge penalty (lambda).
get_rlist()
Generate rank-specific matrices by combining the left and right components.
rdasim1()
Generate simulated data for Ridge Redundancy Analysis (RDA).
rdasim2()
Generate simulated data for Ridge Redundancy Analysis (RDA).
rrda.coef()
Calculate the Bhat matrix from the return of the rrda.fit function.
rrda.cv()
Cross-validation for Ridge Redundancy Analysis
rrda.fit()
Calculate the coefficient Bhat by Ridge Redundancy Analysis.
rrda.heatmap()
Heatmap of the results of cross-validation for Bhat obtained from the rrda.cv function.
rrda.plot()
Plot the results of cross-validation for Bhat obtained from the rrda.cv function.
rrda.predict()
Calculate the predicted matrix Yhat using the coefficient Bhat obtained from the rrda.fit function.
rrda.summary()
Summarize the results of cross-validation for the coefficient Bhat obtained from the rrda.cv function.
rrda.top()
Top feature interactions visualization with rank and lambda penalty
sqrt_inv_d2_lambda()
Compute the square root of the inverse of (d^2 + lambda).
unbiased_scale()
Scale a matrix using unbiased estimators for the mean and standard deviation.
unscale_matrices()
Unscale a matrix based on provided mean and standard deviation values.
unscale_nested_matrices_map()
Apply unscaling to a nested list of matrices using specified mean and standard deviation values.