plsVarSel (version 0.9.12)

truncation: Trunction PLS

Description

Distribution based truncation for variable selection in subspace methods for multivariate regression.

Usage

truncation(..., Y.add, weights, method = "truncation")

Value

Returns an object of class mvrV, simliar to to mvr object of the pls package.

Arguments

...

arguments passed on to mvrV).

Y.add

optional additional response vector/matrix found in the input data.

weights

optional object weighting vector.

method

choice (default = truncation).

Author

Kristian Hovde Liland.

Details

Loading weights are truncated around their median based on confidence intervals for modelling without replicates (Lenth et al.). The arguments passed to mvrV include all possible arguments to cppls and the following truncation parameters (with defaults) trunc.pow=FALSE, truncation=NULL, trunc.width=NULL, trunc.weight=0, reorth=FALSE, symmetric=FALSE.

The default way of performing truncation involves the following parameter values: truncation="Lenth", trunc.width=0.95, indicating Lenth's confidence intervals (assymmetric), with a confidence of 95 shrinkage instead of a hard threshold. An alternative truncation strategy can be used with: truncation="quantile", in which a quantile line is used for detecting outliers/inliers.

References

K.H. Liland, M. Høy, H. Martens, S. Sæbø: Distribution based truncation for variable selection in subspace methods for multivariate regression, Chemometrics and Intelligent Laboratory Systems 122 (2013) 103-111.

See Also

VIP (SR/sMC/LW/RC), filterPLSR, shaving, stpls, truncation, bve_pls, ga_pls, ipw_pls, mcuve_pls, rep_pls, spa_pls, lda_from_pls, lda_from_pls_cv, setDA.

Examples

data(yarn, package = "pls")
tr <- truncation(density ~ NIR, ncomp=5, data=yarn, validation="CV",
 truncation="Lenth", trunc.width=0.95) # Default truncation
summary(tr)