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### pls.regression.cv.R (2005-04-06)
###
### Determination of the number of latent components to be used in PLS regression
###
### Copyright 2004-04 Anne-Laure Boulesteix and Korbinian Strimmer
###
###
###
###
### This file is part of the `plsgenomics' library for R and related languages.
### It is made available under the terms of the GNU General Public
### License, version 2, or at your option, any later version,
### incorporated herein by reference.
###
### This program is distributed in the hope that it will be
### useful, but WITHOUT ANY WARRANTY; without even the implied
### warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR
### PURPOSE. See the GNU General Public License for more
### details.
###
### You should have received a copy of the GNU General Public
### License along with this program; if not, write to the Free
### Software Foundation, Inc., 59 Temple Place - Suite 330, Boston,
### MA 02111-1307, USA
pls.regression.cv<-function(Xtrain,Ytrain,ncomp,nruncv=20,alpha=2/3)
{
n<-nrow(Xtrain)
ntrain<-floor(n*alpha)
if (is.vector(Ytrain))
{
Ytrain<-matrix(Ytrain,n,1)
}
samp<-matrix(0,ntrain,nruncv)
if (length(ncomp)==1)
{
if (ncomp==1)
return(ncomp)
else
ncomp<-1:ncomp
}
for (i in 1:nruncv)
{
samp[,i]<-sample(n,ntrain)
}
samp<-as.data.frame(samp)
errorcv<-sapply(samp,FUN=pls.regression.sample,Xtrain,Ytrain,ncomp)
meanerror<-apply(errorcv,MARGIN=1,FUN=mean)
ncomp<-ncomp[which.min(meanerror)]
return(ncomp)
}
#####################################
pls.regression.sample<-function(samp,X,Y,ncomp)
{
Y<-as.matrix(Y)
lncomp<-length(ncomp)
errorcv<-numeric(lncomp)
pls.out<-pls.regression(X[samp,],Y[samp,],ncomp=ncomp,Xtest=X[-samp,])
for (j in 1:lncomp)
{
sYtest <- scale(as.matrix(Y[-samp,]),
center=apply(as.matrix(Y[samp,]),2,mean),
scale=FALSE)
errorcv[j]<-sum((pls.out$Ypred[,,j]-sYtest)^2)
}
return(errorcv)
}
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