Correct the initial SPLS coefficient estimates based on bootstrapped confidence intervals
Correct initial SPLS coefficient estimates of the selected predictors based on bootstrapped confidence intervals and draw heatmap of original and corrected coefficient estimates.
correct.spls( object, plot.it=TRUE )
object |
An object obtained from the function |
plot.it |
Draw the heatmap of original coefficient estimates and corrected coefficient estimates? |
The set of the selected variables is updated by setting the coefficients with zero-containing confidence intervals to zero.
Invisibly returns a matrix of corrected coefficient estimates.
Dongjun Chung, Hyonho Chun, and Sunduz Keles.
Chun H and Keles S (2010), "Sparse partial least squares for simultaneous dimension reduction and variable selection", Journal of the Royal Statistical Society - Series B, Vol. 72, pp. 3–25.
data(mice) # SPLS with eta=0.6 & 1 latent components f <- spls( mice$x, mice$y, K=1, eta=0.6 ) # Calculate confidence intervals of coefficients ci.f <- ci.spls(f) # Corrected coefficient estimates cf <- correct.spls( ci.f ) cf[20,1:5]
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