simpls.fit.rd

做主成分回归和偏最小二乘回归

%% $Id: simpls.fit.Rd 132 2007-08-24 09:21:05Z bhm $
\encoding{latin1}
\name{simpls.fit}
\alias{simpls.fit}
\title{Sijmen de Jong's SIMPLS}
\description{Fits a PLSR model with the SIMPLS algorithm.}
\usage{simpls.fit(X, Y, ncomp, stripped = FALSE, \dots)}
\arguments{
  \item{X}{a matrix of observations.  \code{NA}s and \code{Inf}s are not
    allowed.} 
  \item{Y}{a vector or matrix of responses.  \code{NA}s and \code{Inf}s
    are not allowed.} 
  \item{ncomp}{the number of components to be used in the
    modelling.}
  \item{stripped}{logical.  If \code{TRUE} the calculations are stripped
    as much as possible for speed; this is meant for use with
    cross-validation or simulations when only the coefficients are
    needed.  Defaults to \code{FALSE}.}
  \item{\dots}{other arguments.  Currently ignored.}
}
\details{This function should not be called directly, but through
  the generic functions \code{plsr} or \code{mvr} with the argument
  \code{method="simpls"}.  SIMPLS is much faster than the NIPALS algorithm,
  especially when the number of X variables increases, but gives
  slightly different results in the case of multivariate Y.  SIMPLS truly
  maximises the covariance criterion.  According to de Jong, the standard
  PLS2 algorithms lie closer to ordinary least-squares regression where
  a precise fit is sought; SIMPLS lies closer to PCR with stable
  predictions.}
\value{A list containing the following components is returned:
  \item{coefficients}{an array of regression coefficients for 1, \ldots,
    \code{ncomp} components.  The dimensions of \code{coefficients} are
    \code{c(nvar, npred, ncomp)} with \code{nvar} the number
    of \code{X} variables and \code{npred} the number of variables to be
    predicted in \code{Y}.}
  \item{scores}{a matrix of scores.}
  \item{loadings}{a matrix of loadings.}
  \item{Yscores}{a matrix of Y-scores.}
  \item{Yloadings}{a matrix of Y-loadings.}
  \item{projection}{the projection matrix used to convert X to scores.}
  \item{Xmeans}{a vector of means of the X variables.}
  \item{Ymeans}{a vector of means of the Y variables.}
  \item{fitted.values}{an array of fitted values.  The dimensions of
    \code{fitted.values} are \code{c(nobj, npred, ncomp)} with
    \code{nobj} the number samples and \code{npred} the number of
    Y variables.}
  \item{residuals}{an array of regression residuals.  It has the same
    dimensions as \code{fitted.values}.}
  \item{Xvar}{a vector with the amount of X-variance explained by each
    number of components.}
  \item{Xtotvar}{Total variance in \code{X}.}

  If \code{stripped} is \code{TRUE}, only the components
  \code{coefficients}, \code{Xmeans} and \code{Ymeans} are returned.
}
\references{
  de Jong, S. (1993) SIMPLS: an alternative approach to partial least
  squares regression.  \emph{Chemometrics and Intelligent Laboratory Systems},
  \bold{18}, 251--263.
}
\author{Ron Wehrens and Bj鴕n-Helge Mevik}
\seealso{
  \code{\link{mvr}}
  \code{\link{plsr}}
  \code{\link{pcr}}
  \code{\link{kernelpls.fit}}
  \code{\link{widekernelpls.fit}}
  \code{\link{oscorespls.fit}}
}
\keyword{regression}
\keyword{multivariate}