mbregular: Regularized multiblock regression

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

Description

Function to perform the regularized multiblock regression which gives results comprised the ones from multiblock Redundancy Analysis (gamma=0) and multiblock PLS (gamma=1). This method is applied to several explanatory blocks (X_1, …, X_K) defined as an object of class ktab (from ade4), to explain a dependent dataset Y defined as an object of class dudi (from ade4).

Usage

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mbregular(dudiY, ktabX, scale = FALSE, option = c("none", "uniform"), H, gamma)

Arguments

dudiY

an object of class dudi (from ade4) containing the dependent variable(s)

ktabX

an object of class ktab (from ade4) containing the blocks of explanatory variables

scale

a logical value indicating whether the explanatory variables should be standardized

option

an option for the block weighting (by default, the first option is chosen):
none the block weight is equal to the block inertia
uniform the block weight is equal to 1/K for (X_1, …, X_K) and to 1 for X and Y

H

an integer giving the number of dimensions

gamma

a numeric value of the regularization parameter comprised between 0 and 1. The value (gamma=0) leads to multiblock Redundancy Analysis and (gamma=1) to multiblock PLS

Value

A list containing the following components is returned:

crit.reg

the regression error

lX

a matrix of the global components associated with the whole explanatory dataset (scores of the individuals)

XYcoef

a list of matrices of the regression coefficients of the whole explanatory dataset onto the dependent dataset

intercept

a list of matrices of the regression intercepts of the whole explanatory dataset onto the dependent dataset

fitted

a list of matrices which contain the predicted dependent values

Author(s)

Stephanie Bougeard (stephanie.bougeard@anses.fr)

References

Bougeard, S., Qannari, E.M., Lupo, C. and Hanafi, M. (2011). From multiblock partial least squares to multiblock redundancy analysis. A continuum approach. Informatica, 22(1), 11-26

See Also

cw.multiblock, cw.tenfold, cw.predict, mbpcaiv, mbpls

Examples

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  data(simdata.red) 
  Data.X <- simdata.red[c(1:15, 21:35), 1:10]
  Data.Y <- simdata.red[c(1:15, 21:35), 11:13]
  library(ade4)
  dudiy  <- dudi.pca(df = Data.Y, center = FALSE, scale = FALSE, scannf = FALSE)
  ktabx  <- ktab.data.frame(df = data.frame(Data.X), blocks = c(5,5), 
   tabnames = paste("Tab", c(1:2), sep = "."))
  res    <- mbregular(dudiy, ktabx, scale = FALSE, option = "none", H = 2, gamma = 0.8)

mbclusterwise documentation built on May 2, 2019, 9:19 a.m.