Crcvrnd
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Purpose
Cross-validation for continuum regression models using SDEP.
Synopsis
- [press,fiterr,minlvp,b] = crcvrnd(x,y,split,iter,lv,powers,ss,mc)
Description
crcvrnd is used to cross-validate continuum regression models.
Inputs
- x = a matrix of predictor variables (x-block)
- y = matrix or vector of predicted variables (y-block)
- split = the number of divisions into which to split the data
- iter = the number of iterations of the cross-validation procedure using different re-orderings of the data set
- lv = maximum number of latent variables
- powers = the row vector of continuum regression parameters to consider
Optional Inputs
- ss = causes the routine to choose contiguous blocks of data during cross-validation when set to 1 (default is 0)
- mc = when set to 0 the subsets are not mean-centered during cross-validation (default is 1)
Outputs
- press = the predictive residual error sum of squares where each element of the matrix represents the PRESS for a given combination of LVs and continuum parameter
- fiterr = the corresponding fit error
- minlvp = the number of LVs and power at minimum PRESS
- b = the final regression vector or matrix
A good smooth PRESS surface can usually be obtained by calculating about 20 models spaced logarithmically between 4 and 1/4 and using 10 to 30 iterations of the cross-validation. A good rule of thumb for dividing the data is to use either the square root of the number of samples or 10, which ever is smaller.