Rinverse
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Purpose
Calculates pseudo inverse for PLS, PCR and RR models.
Synopsis
- rinv = rinverse(mod,ncomp)
- rinv = rinverse(p,t,w,ncomp)
- rinv = rinverse(p,t,ncomp)
- rinv = rinverse(sx,theta)
Description
For the following I/O format:
- rinv = rinverse(mod,ncomp)
The input mod is a model structure from PCR, PLS, or ANALYSIS and ncomp is the number of factors in the model (number of principal components or latent variables).
For PLS models, the inputs are the loadings p, scores t, weights w and number of latent variables ncomp. For this case the I/O syntax is:
rinv = rinverse(p,t,w,ncomp)
For PCR models, the inputs are the loadings p, scores t, and number of principal components ncomp. For this case the I/O syntax is:
rinv = rinverse(p,t,ncomp)
For ridge regression (RR) models, the inputs are the scaled predictor x matrix sx and ridge parameter theta.
rinv = rinverse(sx,theta)