Computes the PLS solution by eigenvector decompositions.
Usage
pls_eigen(X, Y, a)
Value
P
matrix with loadings for X
T
matrix with scores for X
Q
matrix with loadings for Y
U
matrix with scores for Y
Arguments
X
X input data, centered (and scaled)
Y
Y input data, centered (and scaled)
a
number of PLS components
Author
Peter Filzmoser <P.Filzmoser@tuwien.ac.at>
Details
The X loadings (P) and scores (T) are found by the eigendecomposition
of X'YY'X. The Y loadings (Q) and scores (U) come from the
eigendecomposition of Y'XX'Y. The resulting P and Q are orthogonal.
The first score vectors are the same as for standard PLS, subsequent
score vectors different.
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical
Analysis in Chemometrics. CRC Press, Boca Raton, FL, 2009.