Rinverse

From Eigenvector Documentation Wiki

Contents 1 Purpose 2 Synopsis 3 Description 3.1 Input Cases 3.2 Outputs 4 See Also

Purpose

Calculates pseudo inverse for PLS, PCR and RR models.

Synopsis

rinv = rinverse(mod,ncomp)  % for PLS or PCR model structures

rinv = rinverse(p,t,w,ncomp)  % for PLS

rinv = rinverse(p,t,ncomp)  % for PCR

rinv = rinverse(sx,theta)  % for RR

Description

This function calculates the pseudo-inverse of a PLS, PCR or Ridge Regression (RR) model, using either a standard model structure, or a series of model parameter arrays. There are four different input cases, depending on the type of model, and whether a standard model structure exists:

Input Cases

• For PLS and PCR model structures, the inputs are the model mod and the optional number of factors ncomp.

rinv = rinverse(mod,ncomp);

• For PLS models, the inputs are the loadings p, scores t, weights w and number of LVs ncomp.

rinv = rinverse(p,t,w,ncomp);

• For PCR models, the inputs are the loadings p, scores t, and number of PCs ncomp.

rinv = rinverse(p,t,ncomp);

• For ridge regression (RR) models, the inputs are the scaled x matrix sx and ridge parameter theta.

rinv = rinverse(sx,theta).

Outputs

• rinv = pseudo-inverse of model

See Also

pcr, pls, ridge, stdsslct