smc: Significant Multivariate Correlation

In mvdalab: Multivariate Data Analysis Laboratory

Significant Multivariate Correlation

Description

This function calculates the significant multivariate correlation (smc) metric for an mvdareg object

Usage

smc(object, ncomps = object$ncomp, corrected = F)

Arguments

object	an mvdareg or mvdapaca object, i.e. plsFit.
ncomps	the number of components to include in the model (see below).
corrected	whether there should be a correction of 1st order auto-correlation in the residuals.

Note that hidden objects include the smc modeled matrix and error matrices

Details

smc is used to extract a summary of the significant multivariae correlation of a PLS model.

If comps is missing (or is NULL), summaries for all smc estimates are returned. Otherwise, if comps are given parameters for a model with only the requested component comps is returned.

Value

The output of smc is an smc summary detailing the following:

smc	significant multivariate correlation statistic (smc).
p.value	p-value of the smc statistic.
f.value	f-value of the smc statistic.
Significant	Assessment of statistical significance.

Author(s)

Nelson Lee Afanador ([e-mail])

References

Thanh N. Tran, Nelson Lee Afanador, Lutgarde M.C. Buydens, Lionel Blanchet, Interpretation of variable importance in Partial Least Squares with Significance Multivariate Correlation (sMC). Chemom. Intell. Lab. Syst. 2014; 138: 153:160.

Nelson Lee Afanador, Thanh N. Tran, Lionel Blanchet, Lutgarde M.C. Buydens, Variable importance in PLS in the presence of autocorrelated data - Case studies in manufacturing processes. Chemom. Intell. Lab. Syst. 2014; 139: 139:145.

See Also

smc.acfTest, sr

Examples

data(Penta)
mod1 <- plsFit(log.RAI ~., scale = TRUE, data = Penta[, -1],
               ncomp = 2, validation = "loo")
smc(mod1)
plot(smc(mod1))

###  PLS MODEL FIT WITH method = 'wrtpls' and validation = 'none', i.e. WRT-PLS is performed ###
## Not run: 
mod2 <- plsFit(Sepal.Length ~., scale = TRUE, data = iris,
               method = "wrtpls", validation = "none") #ncomp is ignored
plot(smc(mod2, ncomps = 2))

## End(Not run)

mvdalab documentation built on Oct. 6, 2022, 1:05 a.m.