correct.spls: Correct the initial SPLS coefficient estimates based on...
| correct.spls | R Documentation |
Correct the initial SPLS coefficient estimates based on bootstrapped confidence intervals
Description
Correct initial SPLS coefficient estimates of the selected predictors based on bootstrapped confidence intervals and draw heatmap of original and corrected coefficient estimates.
Usage
correct.spls( object, plot.it=TRUE )
Arguments
object |
An object obtained from the function |
plot.it |
Draw the heatmap of original coefficient estimates and corrected coefficient estimates? |
Details
The set of the selected variables is updated by setting the coefficients with zero-containing confidence intervals to zero.
Value
Invisibly returns a matrix of corrected coefficient estimates.
Author(s)
Dongjun Chung, Hyonho Chun, and Sunduz Keles.
References
Chun H and Keles S (2010), "Sparse partial least squares for simultaneous dimension reduction and variable selection", Journal of the Royal Statistical Society - Series B, Vol. 72, pp. 3–25.
See Also
ci.spls.
Examples
data(mice)
# SPLS with eta=0.6 & 1 latent components
f <- spls( mice$x, mice$y, K=1, eta=0.6 )
# Calculate confidence intervals of coefficients
ci.f <- ci.spls(f)
# Corrected coefficient estimates
cf <- correct.spls( ci.f )
cf[20,1:5]
