Stepwise regrcls

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Purpose

STEPWISE_REGRCLS Step-wise regression for CLS models.

Synopsis

[c,ikeep,res] = stepwise_regrcls(x,targspec,options);
options = stepwise_regrcls('options');

Description

For a given set of measured spectra (x), STEPWISE_REGRCLS finds the subset of target spectra (targspec) that best fit each measured spectrum in (x). This can be used for classification i.e. an analyte identification algorithm. The model is:

    x(i,:) = c(i,:)*targspec(ikeep{i},:)

where c(i,:) can be determined using non-negative least-squares [see optional input (options)].

Inputs

  • x = MxN matrix of measured spectra (each row corresponds to a measured spectrum).
  • targspec = KxN matrix of target (candidate) spectra.

Outputs

  • c = MxK matrix of concentrations / contributions, c is non-zero only if a corresponding target spectrum is retained. If (options.p) is not empty, then (c) is Mx(Kp+K) where the first Kp rows correspond to the spectra in (options.p).
  • ikeep = Mx1 cell array of indices, each cell corresponds to a row of input (x) and includes the indices of retained target spectra.
  • res = Mx1 vector of mean sum-squared-residuals.

Options

options = an optional options structure containing one or more of the following fields:

  • display: [ 'off' | {'on'} ], governs level of display to command window,
  • automate: [ {'yes'} | 'no' ], automate the algorithm?
automate = 'yes', makes no plots, and the step-wise regression stops when the fit improvement is not sigificant in an F Test at the probability level given in options.fstat.
automate = 'no', requires interactive user input for each of the M spectra in (x).
  • fstat: 0.95, probability level the F test that determines the significance of fit improvement.
  • ccon: [ 'none' | {'nnls'} ], uses non-negativity on concentrations,in the concentration estimates.
  • ccov: [], sqrt inverse noise/clutter covariance matrix, e.g. if Xc is a matrix of measured clutter spectra then ccov = inv(sqrt(cov(Xc))) [see COV_CV].
  • p: KpxN matrix of spectra that are always included in the model,
  • scls: [1:N], 1xN spectra scale axis {default = 1:N}.

See Also

cls, cov_cv

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