Rinverse: Difference between revisions

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===Purpose===
===Purpose===
Calculates pseudo inverse for PLS, PCR and RR models.
Calculates pseudo inverse for PLS, PCR and RR models.
===Synopsis===
===Synopsis===
:rinv = rinverse(mod,ncomp)
 
:rinv = rinverse(p,t,w,ncomp)
:rinv = rinverse(mod,ncomp) % for PLS or PCR model structures
:rinv = rinverse(p,t,ncomp)
:rinv = rinverse(p,t,w,ncomp) % for PLS
:rinv = rinverse(sx,theta)
:rinv = rinverse(p,t,ncomp)   % for PCR
:rinv = rinverse(sx,theta)   % for RR
 
===Description===
===Description===
For the following I/O format:
 
:rinv = rinverse(mod,ncomp)
This function calculates the pseudo-inverse of a PLS, PCR or Ridge Regression (RR) model, using either a standard model structure, or a series of model parameter arrays. There are four different input cases, depending on the type of model, and whether a standard model structure exists:
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:
====Input Cases====
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:
* For PLS and PCR model structures, the inputs are the model <tt>mod</tt> and the optional number of factors <tt>ncomp</tt>.
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(mod,ncomp);
rinv = rinverse(sx,theta)
 
* For PLS models, the inputs are the loadings <tt>p</tt>, scores <tt>t</tt>, weights <tt>w</tt> and number of LVs <tt>ncomp</tt>.
 
:rinv = rinverse(p,t,w,ncomp);
 
* For PCR models, the inputs are the loadings <tt>p</tt>, scores <tt>t</tt>, and number of PCs <tt>ncomp</tt>.
:rinv = rinverse(p,t,ncomp);
 
* For ridge regression (RR) models, the inputs are the scaled x matrix <tt>sx</tt> and ridge parameter <tt>theta</tt>.
:rinv = rinverse(sx,theta).
====Outputs====
 
* '''rinv''' = pseudo-inverse of model
 
===See Also===
===See Also===
[[pcr]], [[pls]], [[ridge]], [[stdsslct]]
[[pcr]], [[pls]], [[ridge]], [[stdsslct]]

Latest revision as of 11:24, 9 October 2008

Purpose

Calculates pseudo inverse for PLS, PCR and RR models.

Synopsis

rinv = rinverse(mod,ncomp)  % for PLS or PCR model structures
rinv = rinverse(p,t,w,ncomp)  % for PLS
rinv = rinverse(p,t,ncomp)  % for PCR
rinv = rinverse(sx,theta)  % for RR

Description

This function calculates the pseudo-inverse of a PLS, PCR or Ridge Regression (RR) model, using either a standard model structure, or a series of model parameter arrays. There are four different input cases, depending on the type of model, and whether a standard model structure exists:

Input Cases

  • For PLS and PCR model structures, the inputs are the model mod and the optional number of factors ncomp.
rinv = rinverse(mod,ncomp);
  • For PLS models, the inputs are the loadings p, scores t, weights w and number of LVs ncomp.
rinv = rinverse(p,t,w,ncomp);
  • For PCR models, the inputs are the loadings p, scores t, and number of PCs ncomp.
rinv = rinverse(p,t,ncomp);
  • For ridge regression (RR) models, the inputs are the scaled x matrix sx and ridge parameter theta.
rinv = rinverse(sx,theta).

Outputs

  • rinv = pseudo-inverse of model

See Also

pcr, pls, ridge, stdsslct