A soft-thresholding step in PLS algorithm (ST-PLS) based on
ideas from the nearest shrunken centroid method.
Usage
stpls(..., method = c("stpls", "model.frame"))
Value
Returns an object of class mvrV, simliar to to mvr object of the pls package.
Arguments
...
arguments for the underlying stpls.fit (see Details) and argumetns passed on to mvrV).
method
choice between the default stpls and alternative model.frame.
Author
Solve Sæbø, Tahir Mehmood, Kristian Hovde Liland.
Details
The ST-PLS approach is more or less identical to the Sparse-PLS presented
independently by Lè Cao et al. This implementation is an expansion of code from the
pls package. Arguments for stpls.fit include ncomp and shrink, where
the forme sets then number of components and the latter is the shrinkage parameter
indicating how large proportion of the maximum absolute value of the loadings that
should be subtracted from the loadings in the nearest shrunken centroid method.
References
S. Sæbø, T. Almøy, J. Aarøe, A.H. Aastveit, ST-PLS: a multi-dimensional
nearest shrunken centroid type classifier via pls, Journal of Chemometrics 20 (2007) 54-62.