Ils esterror: Difference between revisions

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(New page: ===Purpose=== Estimation error for ILS models. ===Synopsis=== :model = ils_esterror(model); :pred = ils_esterror(model,pred); ====Inputs==== * '''model''' = a standard model structure...)
 
 
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===Synopsis===
===Synopsis===


:model = ils_esterror(model);
:[este,info] = ils_esterror(model);       %calibration estimation error
:pred  = ils_esterror(model,pred);
:[este,info] = ils_esterror(model,pred); %prediction estimation error


====Inputs====
====Inputs====
* '''model''' = a standard model structure (see PLS, PCR, MLR).
* '''model''' = a standard model structure (e.g. PLS, PCR, MLR).


====Optional Inputs====
====Optional Inputs====
Line 15: Line 15:


====Outputs====
====Outputs====
* if I/O == model = ils_esterror(model); the input (model) is output, with the field model.detail.esterror.dy populated with the estimation error.
* '''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.
* if I/O == pred = ils_esterror(model,pred); the input (pred) is output, with the field pred.detail.esterror.dy populated with the estimation error.
* '''info'''  = string describing how the estimation was calculated (using RMSEC or RMSECV).


===Algorithm===


===Options===
The estimate uses Eqn 9 of N.M. Faber and R. Bro, Chemom. Intell. Lab. 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''', 123 (2000)] 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."


options =  a structure array with the following fields:
Note that the estimate can be <0, in those cases it is set ==0.
 
* '''plots''': [ {'none'} | 'final' ] governs plotting of results, and
* '''order''': positive integer for polynomial order {default = 1}.


===See Also===
===See Also===


[[analysis]], [[pcr]], [[pls]]
[[analysis]], [[mlr]], [[pcr]], [[pls]]

Latest revision as of 12:28, 28 March 2023

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 N.M. Faber and R. Bro, Chemom. Intell. Lab. 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, 123 (2000)] 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

analysis, mlr, pcr, pls

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