GENV: Groupwise Envelope Model
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.
Citation: Park Y, Su Z, Zhu H. Groupwise envelope models for imaging genetic analysis. Biometrics. 2017.