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This is a package for fitting the groupwise envelope model

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GENV

This is a package for fitting the groupwise envelope model

Main function genv fits the groupwise envelope model to the responses and predictors, using the maximum likelihood estimation. Function genvasy provides the asymptotic standard error matrix for estimators. We can find the dimension of the envelope subspase from u_genv. The prediction error for a given dimension is obtained from cv_genv.

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This is a package for fitting the groupwise envelope model

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