pls: kernelpls.fit – R documentation

Pricing

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

Get Started for Free

Documentation

pls

kernelpls.fit

Kernel PLS (Dayal and MacGregor)

Description

Fits a PLSR model with the kernel algorithm.

Usage

kernelpls.fit(X, Y, ncomp, center = TRUE, stripped = FALSE, ...)

Arguments

`X`	a matrix of observations. `NA`s and `Inf`s are not allowed.
`Y`	a vector or matrix of responses. `NA`s and `Inf`s are not allowed.
`ncomp`	the number of components to be used in the modelling.
`center`	logical, determines if the X and Y matrices are mean centered or not. Default is to perform mean centering.
`stripped`	logical. If `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 `FALSE`.
`...`	other arguments. Currently ignored.

Details

This function should not be called directly, but through the generic functions plsr or mvr with the argument method="kernelpls" (default). Kernel PLS is particularly efficient when the number of objects is (much) larger than the number of variables. The results are equal to the NIPALS algorithm. Several different forms of kernel PLS have been described in literature, e.g. by De Jong and Ter Braak, and two algorithms by Dayal and MacGregor. This function implements the fastest of the latter, not calculating the crossproduct matrix of X. In the Dyal & MacGregor paper, this is “algorithm 1”.

Value

A list containing the following components is returned:

`coefficients`	an array of regression coefficients for 1, ..., `ncomp` components. The dimensions of `coefficients` are `c(nvar, npred, ncomp)` with `nvar` the number of `X` variables and `npred` the number of variables to be predicted in `Y`.
`scores`	a matrix of scores.
`loadings`	a matrix of loadings.
`loading.weights`	a matrix of loading weights.
`Yscores`	a matrix of Y-scores.
`Yloadings`	a matrix of Y-loadings.
`projection`	the projection matrix used to convert X to scores.
`Xmeans`	a vector of means of the X variables.
`Ymeans`	a vector of means of the Y variables.
`fitted.values`	an array of fitted values. The dimensions of `fitted.values` are `c(nobj, npred, ncomp)` with `nobj` the number samples and `npred` the number of Y variables.
`residuals`	an array of regression residuals. It has the same dimensions as `fitted.values`.
`Xvar`	a vector with the amount of X-variance explained by each component.
`Xtotvar`	Total variance in `X`.

If stripped is TRUE, only the components coefficients, Xmeans and Ymeans are returned.

Author(s)

Ron Wehrens and Bjørn-Helge Mevik

References

de Jong, S. and ter Braak, C. J. F. (1994) Comments on the PLS kernel algorithm. Journal of Chemometrics, 8, 169–174.

Dayal, B. S. and MacGregor, J. F. (1997) Improved PLS algorithms. Journal of Chemometrics, 11, 73–85.