coe.m

NIPALS 算法 留1法 交叉检验 绘图

function [A]=coe(X, y, h) 

[n,m] = size(X);
stdcov = std(X);

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

ai = a' * std(y) ./ stdcov;
a0 = mean(y) - sum( ( a' * std(y) ./ stdcov ) .* mean(X) );
A = [a0,ai];