Ils esterror: Difference between revisions
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===Synopsis=== | ===Synopsis=== | ||
: | :[este,info] = ils_esterror(model); %calibration estimation error | ||
: | :[este,info] = ils_esterror(model,pred); %prediction estimation error | ||
====Inputs==== | ====Inputs==== | ||
* '''model''' = a standard model structure ( | * '''model''' = a standard model structure (e.g. PLS, PCR, MLR). | ||
====Optional Inputs==== | ====Optional Inputs==== | ||
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====Outputs==== | ====Outputs==== | ||
* | * '''este''' = estimation error for y. If (pred) was supplied, the estimation error for the prediction or validation is returned. Otherwise, the estimation error for the calibration samples is returned. | ||
* '''info''' = string describing how the estimation was calculated (using RMSEC or RMSECV). | |||
* | |||
===Algorithm=== | |||
The estimate uses Eqn 9 of Faber, N.M. and Bro, R., Chemomem. and Intell. Syst., 61, 133-149 (2002). If available, MSECV is used instead of MSE [see output (info)]. Note from the ref.: "Faber [N.M. Faber, Chemom. Intell. Lab. Syst. 52 (2000) 123] has found the performance of Eq. (8)" (which is used to derive Eqn 9) "to rely heavily on the ability to correctly estimate the optimum model dimensionality. | |||
Note that the estimate can be <0, in those cases it is set ==0. | |||
===See Also=== | ===See Also=== | ||
[[analysis]], [[pcr]], [[pls]] | [[analysis]], [[pcr]], [[pls]] | ||
Revision as of 11:17, 25 June 2010
Purpose
Estimation error for ILS models.
Synopsis
- [este,info] = ils_esterror(model); %calibration estimation error
- [este,info] = ils_esterror(model,pred); %prediction estimation error
Inputs
- model = a standard model structure (e.g. PLS, PCR, MLR).
Optional Inputs
- pred = a standard model prediction or validation structure [e.g. outputs (pred) or (valid) from PLS, PCR, or MLR].
Outputs
- este = estimation error for y. If (pred) was supplied, the estimation error for the prediction or validation is returned. Otherwise, the estimation error for the calibration samples is returned.
- info = string describing how the estimation was calculated (using RMSEC or RMSECV).
Algorithm
The estimate uses Eqn 9 of Faber, N.M. and Bro, R., Chemomem. and Intell. Syst., 61, 133-149 (2002). If available, MSECV is used instead of MSE [see output (info)]. Note from the ref.: "Faber [N.M. Faber, Chemom. Intell. Lab. Syst. 52 (2000) 123] has found the performance of Eq. (8)" (which is used to derive Eqn 9) "to rely heavily on the ability to correctly estimate the optimum model dimensionality.
Note that the estimate can be <0, in those cases it is set ==0.