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==== | ||
| Line 15: | Line 15: | ||
====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]], [[mlr]], [[pcr]], [[pls]] | ||
Revision as of 09:02, 21 September 2011
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.