glpls1a.cv.error: Leave-one-out cross-validation error using IRWPLS and IRWPLSF...
In gpls: Classification using generalized partial least squares

Description Usage Arguments Value Author(s) References See Also Examples

View source: R/glpls1a.error.R

Leave-one-out cross-validation training set classification error for fitting IRWPLS or IRWPLSF model for two group classification

1	glpls1a.cv.error(train.X,train.y, K.prov=NULL,eps=1e-3,lmax=100,family="binomial",link="logit",br=T)

`train.X`	n by p design matrix (with no intercept term) for training set
`train.y`	response vector (0 or 1) for training set
`K.prov`	number of PLS components, default is the rank of train.X
`eps`	tolerance for convergence
`lmax`	maximum number of iteration allowed
`family`	glm family, `binomial` is the only relevant one here
`link`	link function, `logit` is the only one practically implemented now
`br`	TRUE if Firth's bias reduction procedure is used

`error`	LOOCV training error
`error.obs`	the misclassified error observation indices

Beiying Ding, Robert Gentleman

Ding, B.Y. and Gentleman, R. (2003) Classification using generalized partial least squares.
Marx, B.D (1996) Iteratively reweighted partial least squares estimation for generalized linear regression. Technometrics 38(4): 374-381.

glpls1a.train.test.error, glpls1a.mlogit.cv.error, glpls1a, glpls1a.mlogit,glpls1a.logit.all

 x <- matrix(rnorm(20),ncol=2)
 y <- sample(0:1,10,TRUE)

 ## no bias reduction
 glpls1a.cv.error(x,y,br=FALSE)
 ## bias reduction and 1 PLS component
 glpls1a.cv.error(x,y,K.prov=1, br=TRUE)