资源简介
该资源是偏最小二乘回归算法,可以对数据进行偏最小二乘回归

代码片段和文件信息
function [XloadingsYloadingsXscoresYscores ...
betapctVarmsestats] = plsregress(XYncompvarargin)
%PLSREGRESS Partial least squares regression.
% [XLOADINGSYLOADINGS] = PLSREGRESS(XYNCOMP) computes a partial least
% squares regression of Y on X using NCOMP PLS components or latent
% factors and returns the predictor and response loadings. X is an N-by-P
% matrix of predictor variables with rows corresponding to observations
% columns to variables. Y is an N-by-M response matrix. XLOADINGS is a
% P-by-NCOMP matrix of predictor loadings where each row of XLOADINGS
% contains coefficients that define a linear combination of PLS components
% that approximate the original predictor variables. YLOADINGS is an
% M-by-NCOMP matrix of response loadings where each row of YLOADINGS
% contains coefficients that define a linear combination of PLS components
% that approximate the original response variables.
%
% [XLOADINGSYLOADINGSXSCORES] = PLSREGRESS(XYNCOMP) returns the
% predictor scores i.e. the PLS components that are linear combinations of
% the variables in X. XSCORES is an N-by-NCOMP orthonormal matrix with rows
% corresponding to observations columns to components.
%
% [XLOADINGSYLOADINGSXSCORESYSCORES] = PLSREGRESS(XYNCOMP)
% returns the response scores i.e. the linear combinations of the
% responses with which the PLS components XSCORES have maximum covariance.
% YSCORES is an N-by-NCOMP matrix with rows corresponding to observations
% columns to components. YSCORES is neither orthogonal nor normalized.
%
% PLSREGRESS uses the SIMPLS algorithm and first centers X and Y by
% subtracting off column means to get centered variables X0 and Y0.
% However it does not rescale the columns. To perform partial least
% squares regression with standardized variables use ZSCORE to normalize X
% and Y.
%
% If NCOMP is omitted its default value is MIN(SIZE(X1)-1 SIZE(X2)).
%
% The relationships between the scores loadings and centered variables X0
% and Y0 are
%
% XLOADINGS = (XSCORES\X0)‘ = X0‘*XSCORES
% YLOADINGS = (XSCORES\Y0)‘ = Y0‘*XSCORES
%
% i.e. XLOADINGS and YLOADINGS are the coefficients from regressing X0 and
% Y0 on XSCORES and XSCORES*XLOADINGS‘ and XSCORES*YLOADINGS‘ are the PLS
% approximations to X0 and Y0. PLSREGRESS initially computes YSCORES as
%
% YSCORES = Y0*YLOADINGS = Y0*Y0‘*XSCORES
%
% however by convention PLSREGRESS then orthogonalizes each column of
% YSCORES with respect to preceding columns of XSCORES so that
% XSCORES‘*YSCORES is lower triangular.
%
% [XLYLXSYSBETA] = PLSREGRESS(XYNCOMP...) returns the PLS regression
% coefficients BETA. BETA is a (P+1)-by-M matrix containing intercept
% terms in the first row i.e. Y = [ONES(N1) X]*BETA + RESIDUALS and
% Y0 = X0*BETA(2:END:) + RESIDUALS.
%
% [XLY
属性 大小 日期 时间 名称
----------- --------- ---------- ----- ----
文件 16482 2017-05-18 17:31 plsregress.m
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