ipw_pls: Iterative predictor weighting PLS (IPW-PLS)

In plsVarSel: Variable Selection in Partial Least Squares

Iterative predictor weighting PLS (IPW-PLS)

Description

An iterative procedure for variable elimination.

Usage

ipw_pls(
  y,
  X,
  ncomp = 10,
  no.iter = 10,
  IPW.threshold = 0.01,
  filter = "RC",
  scale = TRUE
)

ipw_pls_legacy(y, X, ncomp = 10, no.iter = 10, IPW.threshold = 0.1)

Arguments

y	vector of response values (numeric or factor).
X	numeric predictor matrix.
ncomp	integer number of components (default = 10).
no.iter	the number of iterations (default = 10).
IPW.threshold	threshold for regression coefficients (default = 0.1).
filter	which filtering method to use (among "RC", "SR", "LW", "VIP", "sMC")
scale	standardize data (default=TRUE, as in reference)

Details

This is an iterative elimination procedure where a measure of predictor importance is computed after fitting a PLSR model (with complexity chosen based on predictive performance). The importance measure is used both to re-scale the original X-variables and to eliminate the least important variables before subsequent model re-fitting

The IPW implementation was corrected in plsVarSel version 0.9.5. For backward compatibility the old implementation is included as ipw_pls_legacy.

Value

Returns a vector of variable numbers corresponding to the model having lowest prediction error.

Author(s)

Kristian Hovde Liland

References

M. Forina, C. Casolino, C. Pizarro Millan, Iterative predictor weighting (IPW) PLS: a technique for the elimination of useless predictors in regression problems, Journal of Chemometrics 13 (1999) 165-184.

See Also

VIP (SR/sMC/LW/RC), filterPLSR, shaving, stpls, truncation, bve_pls, ga_pls, ipw_pls, mcuve_pls, rep_pls, spa_pls, lda_from_pls, setDA.

Examples

data(gasoline, package = "pls")
with( gasoline, ipw_pls(octane, NIR) )

plsVarSel documentation built on Jan. 12, 2023, 5:09 p.m.