Implementation of equation 12 in the paper.
Arguments
- y
Matrix of confidential variables
- yNew
Matrix of y-data for new scores
- x
Matrix of non-confidential variables
- doSVD
SVD when TRUE and QR when FALSE
- ensureIntercept
Whether to ensure/include a constant term. Non-NULL x is subjected to
EnsureIntercept
Details
doSVD has effect on decomposition of y and yNew. Input matrices are subjected to EnsureMatrix
.
Examples
x <- matrix(1:5, 5, 1)
y <- matrix(rnorm(15) + 1:15, 5, 3)
# Same as IPSO (RegSDCipso)
RegSDCnew(y, matrix(rnorm(15), 5, 3), x)
#> [,1] [,2] [,3]
#> [1,] 1.251707 6.806484 11.14471
#> [2,] 1.625457 7.015870 14.29224
#> [3,] 2.959632 7.798586 10.40093
#> [4,] 4.347518 10.365453 14.59771
#> [5,] 4.571298 9.533078 15.88904
# Close to y
RegSDCnew(y, y + 0.001 * matrix(rnorm(15), 5, 3), x)
#> [,1] [,2] [,3]
#> [1,] 0.799432 6.142785 12.08953
#> [2,] 2.033208 7.353694 12.45028
#> [3,] 3.363452 8.717213 10.43339
#> [4,] 4.125725 10.169521 16.27939
#> [5,] 4.433795 9.136257 15.07203