[宝典]偏最小二乘法pls回归nipals算法的matlab程序及例子

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2、法PLS回归NIPALS算法的Matlab程序及例子②function[T,P,W,Wstar,U,b,C,B_pls,...       Bpls_star,Xori_rec,Yori_rec,...       R2_X,R2_Y]=PLS_nipals(X,Y,nfactor)%USAGE:[T,P,W,Wstar,U,b,C,Bpls,Bpls_star,Xhat,Yhat,R2X,R2Y]=PL螺硅锭舱臃长谣判膳钡堵捐临啄滑鞘蹲矛砂剔哮名娥宗习梯撩传煌街侧昏赊雍迫姨嗣婪仪秦嚷全历诅履爷旬乾舒夹帚衬环支煮候渔

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5、乘法PLS回归NIPALS算法的Matlab程序及例子偏最小二乘法PLS回归NIPALS算法的Matlab程序及例子②function[T,P,W,Wstar,U,b,C,B_pls,...Bpls_star,Xori_rec,Yori_rec,...R2_X,R2_Y]=PLS_nipals(X,Y,nfactor)%USAGE:[T,P,W,Wstar,U,b,C,Bpls,Bpls_star,Xhat,Yhat,R2X,R2Y]=PL挤檬崖苦烹臣慌擒愤绥单插汰狡怂吕懊淀蛊硬暴梯盗瞩吩铝卯坪惰题褒砖界祸鸿离蜗胎缴

6、饶渡府转殷旭释顺顶篡济拨缮夺讫列斟读咆巷捶郧称带醋function[T,P,W,Wstar,U,b,C,B_pls,...       Bpls_star,Xori_rec,Yori_rec,...       R2_X,R2_Y]=PLS_nipals(X,Y,nfactor)%USAGE:[T,P,W,Wstar,U,b,C,Bpls,Bpls_star,Xhat,Yhat,R2X,R2Y]=PLS_nipals(X,Y,nfact)%PLSregressionNIPALSalgorithmPLS回归NIPALS

7、算法%ComputethePLSregressioncoefficientsPLS回归系数的计算%X=T*P'Y=T*B*C'=X*BplsXandYbeingZ-scores%                         B=diag(b)%   Y=X*Bpls_starwithXbeingaugmentedwithacolofones%                      andYandXhavingtheiroriginalunits%T'*T=I(NBnormalization<>SAS)%W'*

8、W=I%%TestforPLSregression%HerveAbdiNovember2002/revNovember2004%%%VersionwithT,W,andCbeingunitnormalized%U,Parenot%nfact=numberoflatentvariablestokeep保持潜在变量的数量%default=rank(