Fits a PLSR model with the SIMPLS algorithm.
simpls.fit(X, Y, ncomp, stripped = FALSE, …)
a matrix of observations. NA
s and Inf
s are not
allowed.
a vector or matrix of responses. NA
s and Inf
s
are not allowed.
the number of components to be used in the modelling.
logical. If TRUE
the calculations are stripped
as much as possible for speed; this is meant for use with
cross-validation or simulations when only the coefficients are
needed. Defaults to FALSE
.
other arguments. Currently ignored.
A list containing the following components is returned:
an array of regression coefficients for 1, …,
ncomp
components. The dimensions of coefficients
are
c(nvar, npred, ncomp)
with nvar
the number
of X
variables and npred
the number of variables to be
predicted in Y
.
a matrix of scores.
a matrix of loadings.
a matrix of Y-scores.
a matrix of Y-loadings.
the projection matrix used to convert X to scores.
a vector of means of the X variables.
a vector of means of the Y variables.
an array of fitted values. The dimensions of
fitted.values
are c(nobj, npred, ncomp)
with
nobj
the number samples and npred
the number of
Y variables.
an array of regression residuals. It has the same
dimensions as fitted.values
.
a vector with the amount of X-variance explained by each component.
Total variance in X
.
If stripped is TRUE, only the components coefficients, Xmeans and Ymeans are returned.
This function should not be called directly, but through
the generic functions plsr
or mvr
with the argument
method="simpls"
. SIMPLS is much faster than the NIPALS algorithm,
especially when the number of X variables increases, but gives
slightly different results in the case of multivariate Y. SIMPLS truly
maximises the covariance criterion. According to de Jong, the standard
PLS2 algorithms lie closer to ordinary least-squares regression where
a precise fit is sought; SIMPLS lies closer to PCR with stable
predictions.
de Jong, S. (1993) SIMPLS: an alternative approach to partial least squares regression. Chemometrics and Intelligent Laboratory Systems, 18, 251--263.