Mlr: Difference between revisions
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===Purpose=== | ===Purpose=== | ||
Multiple Linear Regression for multivariate Y. | Multiple Linear Regression for multivariate Y. | ||
===Synopsis=== | ===Synopsis=== | ||
:model = mlr(x,y,options) | :model = mlr(x,y,options) | ||
:pred = mlr(x,model,options) | :pred = mlr(x,model,options) | ||
:valid = mlr(x,y,model,options) | :valid = mlr(x,y,model,options) | ||
===Description=== | ===Description=== | ||
MLR identifies models of the form Xb = y + e. | MLR identifies models of the form Xb = y + e. | ||
====INPUTS==== | ====INPUTS==== | ||
* '''y''' = X-block: predictor block (2-way array or DataSet Object) | * '''y''' = X-block: predictor block (2-way array or DataSet Object) | ||
* '''y''' = Y-block: predictor block (2-way array or DataSet Object) | * '''y''' = Y-block: predictor block (2-way array or DataSet Object) | ||
====OUTPUTS==== | ====OUTPUTS==== | ||
* '''model''' = scalar, estimate of filtered data. | * '''model''' = scalar, estimate of filtered data. | ||
* '''pred''' = structure array with predictions | * '''pred''' = structure array with predictions | ||
* '''valid''' = structure array with predictions | * '''valid''' = structure array with predictions | ||
===Options === | ===Options === | ||
*'''''''' ''options'' '' = a structure array with the following fields. | *'''''''' ''options'' '' = a structure array with the following fields. | ||
* '''display''': [ {'off'} | 'on'] Governs screen display to command line. | * '''display''': [ {'off'} | 'on'] Governs screen display to command line. | ||
* '''plots''': [ 'none' | {'final'} ] governs level of plotting. | * '''plots''': [ 'none' | {'final'} ] governs level of plotting. | ||
* '''preprocessing''': { [] [] } preprocessing structure (see PREPROCESS). | * '''preprocessing''': { [] [] } preprocessing structure (see PREPROCESS). | ||
* '''blockdetails''': [ 'compact' | {'standard'} | 'all' ] Extent of predictions and raw residuals included in model. 'standard' = only y-block, 'all' x and y blocks. | * '''blockdetails''': [ 'compact' | {'standard'} | 'all' ] Extent of predictions and raw residuals included in model. 'standard' = only y-block, 'all' x and y blocks. | ||
===See Also=== | ===See Also=== | ||
[[analysis]], [[crossval]], [[modelstruct]], [[pcr]], [[pls]], [[preprocess]], [[ridge]] | [[analysis]], [[crossval]], [[modelstruct]], [[pcr]], [[pls]], [[preprocess]], [[ridge]] | ||
Revision as of 14:25, 3 September 2008
Purpose
Multiple Linear Regression for multivariate Y.
Synopsis
- model = mlr(x,y,options)
- pred = mlr(x,model,options)
- valid = mlr(x,y,model,options)
Description
MLR identifies models of the form Xb = y + e.
INPUTS
- y = X-block: predictor block (2-way array or DataSet Object)
- y = Y-block: predictor block (2-way array or DataSet Object)
OUTPUTS
- model = scalar, estimate of filtered data.
- pred = structure array with predictions
- valid = structure array with predictions
Options
- ''' options = a structure array with the following fields.
- display: [ {'off'} | 'on'] Governs screen display to command line.
- plots: [ 'none' | {'final'} ] governs level of plotting.
- preprocessing: { [] [] } preprocessing structure (see PREPROCESS).
- blockdetails: [ 'compact' | {'standard'} | 'all' ] Extent of predictions and raw residuals included in model. 'standard' = only y-block, 'all' x and y blocks.
See Also
analysis, crossval, modelstruct, pcr, pls, preprocess, ridge