n <- 50 ; p <- 20
Xtrain <- matrix(rnorm(n * p), ncol = p, byrow = TRUE)
ytrain <- rnorm(n)
Ytrain <- cbind(ytrain, 10 * rnorm(n))
m <- 3
Xtest <- Xtrain[1:m, ]
Ytest <- Ytrain[1:m, ] ; ytest <- Ytest[, 1]
nlv <- 15
res <- gridscorelv(
Xtrain, ytrain, Xtest, ytest,
score = msep,
fun = plskern,
nlv = 0:nlv, verb = TRUE
)
plotscore(res$nlv, res$y1,
main = "MSEP", xlab = "Nb. LVs", ylab = "Value")
nlvdis <- 5
h <- c(1, Inf)
k <- c(10, 20)
nlv <- 15
pars <- mpars(nlvdis = nlvdis, diss = "mahal",
h = h, k = k)
res <- gridscorelv(
Xtrain, Ytrain, Xtest, Ytest,
score = msep,
fun = lwplsr,
nlv = 0:nlv, pars = pars, verb = TRUE)
headm(res)
group <- paste("h=", res$h, " k=", res$k, sep = "")
plotscore(res$nlv, res$y1, group = group,
main = "MSEP", xlab = "Nb. LVs", ylab = "Value")
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