fig.m

NIPALS 算法 留1法 交叉检验 绘图

function [ypre] = fig(X, y, h)

[n,m] = size(X);

[T, W, P, B, Q, a] = nipals(X,y,h);
[A] = coe(X, y, h);

ypre = [ones(n,1),X]*A';

figure
plot(y,ypre,'.',y,y);
xlabel('y observed');
ylabel('y predicted');

figure

t = 1:m;
bar(t,a);
xlabel('index of variable');
ylabel('regression coefficient');

figure

s = 1:n;
res = abs((y-ypre));
plot(s,res,'.',s,res);
xlabel('index of object');
ylabel('absolute values of residuals');