pls: mvrVal – R documentation

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mvrVal

MSEP, RMSEP and R2 of PLSR and PCR models

Description

Functions to estimate the mean squared error of prediction (MSEP), root mean squared error of prediction (RMSEP) and R^2 (A.K.A. coefficient of multiple determination) for fitted PCR and PLSR models. Test-set, cross-validation and calibration-set estimates are implemented.

Usage

MSEP(object, ...)
## S3 method for class 'mvr'
MSEP(object, estimate, newdata, ncomp = 1:object$ncomp, comps,
     intercept = cumulative, se = FALSE, ...)

RMSEP(object, ...)
## S3 method for class 'mvr'
RMSEP(object, ...)

R2(object, ...)
## S3 method for class 'mvr'
R2(object, estimate, newdata, ncomp = 1:object$ncomp, comps,
   intercept = cumulative, se = FALSE, ...)

mvrValstats(object, estimate, newdata, ncomp = 1:object$ncomp, comps,
            intercept = cumulative, se = FALSE, ...)

Arguments

`object`	an `mvr` object
`estimate`	a character vector. Which estimators to use. Should be a subset of `c("all", "train", "CV", "adjCV", "test")`. `"adjCV"` is only available for (R)MSEP. See below for how the estimators are chosen.
`newdata`	a data frame with test set data.
`ncomp, comps`	a vector of positive integers. The components or number of components to use. See below.
`intercept`	logical. Whether estimates for a model with zero components should be returned as well.
`se`	logical. Whether estimated standard errors of the estimates should be calculated. Not implemented yet.
`...`	further arguments sent to underlying functions or (for `RMSEP`) to `MSEP`

Details

RMSEP simply calls MSEP and takes the square root of the estimates. It therefore accepts the same arguments as MSEP.

Several estimators can be used. "train" is the training or calibration data estimate, also called (R)MSEC. For R2, this is the unadjusted R^2. It is overoptimistic and should not be used for assessing models. "CV" is the cross-validation estimate, and "adjCV" (for RMSEP and MSEP) is the bias-corrected cross-validation estimate. They can only be calculated if the model has been cross-validated. Finally, "test" is the test set estimate, using newdata as test set.

Which estimators to use is decided as follows (see below for mvrValstats). If estimate is not specified, the test set estimate is returned if newdata is specified, otherwise the CV and adjusted CV (for RMSEP and MSEP) estimates if the model has been cross-validated, otherwise the training data estimate. If estimate is "all", all possible estimates are calculated. Otherwise, the specified estimates are calculated.

Several model sizes can also be specified. If comps is missing (or is NULL), length(ncomp) models are used, with ncomp[1] components, ..., ncomp[length(ncomp)] components. Otherwise, a single model with the components comps[1], ..., comps[length(comps)] is used. If intercept is TRUE, a model with zero components is also used (in addition to the above).

The R^2 values returned by "R2" are calculated as 1 - SSE/SST, where SST is the (corrected) total sum of squares of the response, and SSE is the sum of squared errors for either the fitted values (i.e., the residual sum of squares), test set predictions or cross-validated predictions (i.e., the PRESS). For estimate = "train", this is equivalent to the squared correlation between the fitted values and the response. For estimate = "train", the estimate is often called the prediction R^2.

mvrValstats is a utility function that calculates the statistics needed by MSEP and R2. It is not intended to be used interactively. It accepts the same arguments as MSEP and R2. However, the estimate argument must be specified explicitly: no partial matching and no automatic choice is made. The function simply calculates the types of estimates it knows, and leaves the other untouched.

Value

mvrValstats returns a list with components

SSE: three-dimensional array of SSE values. The first dimension is the different estimators, the second is the response variables and the third is the models.
SST: matrix of SST values. The first dimension is the different estimators and the second is the response variables.
nobj: a numeric vector giving the number of objects used for each estimator.
comps: the components specified, with 0 prepended if intercept is TRUE.
cumulative: TRUE if comps was NULL or not specified.

The other functions return an object of class "mvrVal", with components

val: three-dimensional array of estimates. The first dimension is the different estimators, the second is the response variables and the third is the models.
type: "MSEP", "RMSEP" or "R2".
comps: the components specified, with 0 prepended if intercept is TRUE.
cumulative: TRUE if comps was NULL or not specified.
call: the function call

Author(s)

Ron Wehrens and Bjørn-Helge Mevik

References

Mevik, B.-H., Cederkvist, H. R. (2004) Mean Squared Error of Prediction (MSEP) Estimates for Principal Component Regression (PCR) and Partial Least Squares Regression (PLSR). Journal of Chemometrics, 18(9), 422–429.

Examples

data(oliveoil)
mod <- plsr(sensory ~ chemical, ncomp = 4, data = oliveoil, validation = "LOO")
RMSEP(mod)
## Not run: plot(R2(mod))

pls

Partial Least Squares and Principal Component Regression

v2.7-3

GPL-2

Authors

Bjørn-Helge Mevik [aut, cre], Ron Wehrens [aut], Kristian Hovde Liland [aut], Paul Hiemstra [ctb]

Initial release

2020-08-04