polypred.m

偏最小二乘算法在MATLAB中的实现

function ypred = polypred(x,b,p,q,w,lv)
%POLYPRED Prediction with POLYPLS models
%  The inputs are the matrix of predictor variables (x),
%  the POLYPLS model inner-relation coefficients (b), the
%  x-block loadings (p), the y-block loadings (q), the
%  x-block weights (w), and number of latent variables to
%  use for prediction (lv).
%  I/O format is: ypred = polypred(x,b,p,q,w,lv);

%  Copyright
%  Barry M. Wise
%  1991
%  Modified by B.M. Wise, November 1993

[mx,nx] = size(x);
[mq,nq] = size(q);
[mw,nw] = size(w);
that = zeros(mx,lv);
ypred = zeros(mx,mq);
if lv > nw
  s = sprintf('Maximum number of latent variables exceeded (Max = %g)',nw);
  error(s)
end
%  Start by calculating all the xblock scores
for i = 1:lv
  that(:,i) = x*w(:,i);
  x = x - that(:,i)*p(:,i)';
end
%  Use the xblock scores and the b to build up the prediction
for i = 1:lv
ypred = ypred + (polyval(b(:,i),that(:,i)))*q(:,i)';
end