cv.m

NIPALS 算法 留1法 交叉检验 绘图

function [PRESS, h] = cv(X, y)

[n,m] = size(X);
r = rank(X);

for h = 1:r
    for i = 1:n
        Xcv = [ X(1:i-1,:); X(i+1:n,:) ];
        ycv = [ y(1:i-1,:); y(i+1:n,:) ];
        [A]=coe(Xcv, ycv, h);
        yi(i,h) = [1,X(i,:)]*A';
    end
    PRESS(h) = sum((y-yi(:,h)).^2);
end

[val, h] = min(PRESS);