Description Usage Arguments Details Value Author(s) References See Also Examples
Robust PLS and discriminant analysis for binary classification problems. This method for dimension reduction and discriminant analysis yields a classification model with a partial least squares alike interpretability that is robust to both vertical outliers and leverage points.
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formula |
a formula, e.g. group ~ X1 + X2 with group a factor with two levels or a numeric vector coding class membership with 1 and -1 and X1,X2 numeric variables. |
data |
a data frame or list which contains the variables given in formula. The response specified in the formula needs to be a numeric vector coding the class membership with 1 and-1 or a vector of factors with two levels. |
a |
the number of PRM components to be estimated in the model. |
fun |
an internal weighting function for case weights. Choices are |
probp1 |
a quantile close to 1 at which to set the first outlier cutoff for the weighting function. |
hampelp2 |
a quantile close to 1 with probp1<hampelp2 for second cutoff. Only applies to |
hampelp3 |
a quantile close to 1 with probp1<hampelp2<hampelp3 for third cutoff. Only applies to |
probp4 |
a quantile close to zero for the cutoff for potentially wrong class labels (see Reference). Ignorred if |
yweights |
logical; if TRUE weights are calculated for observations with potentially wrong class labels. |
class |
type of classification; choices are "regfit" or "lda" (see Detail). If "regfit" an object of class prm is returned. |
prior |
vector of length 2 with prior probabilities of the groups; only used if class="lda". |
center |
type of centering of the data in form of a string that matches an R function, e.g. "mean" or "median". |
scale |
type of scaling for the data in form of a string that matches an R function, e.g. "sd" or "qn" or alternatively "no" for no scaling. |
numit |
the number of maximal iterations for the convergence of the case weights. |
prec |
a value for the precision of the convergence of the case weights. |
For class="lda"
a robust LDA model is estimated in the PRM score space for class="regfit"
the model ist a robust PLS regression model on the binary response.
prmda returns an object of class prmda.
Functions summary
, predict
and biplot
are available. Also the generic functions coefficients
, fitted.values
and residuals
can be used to extract the corresponding elements from the sprmda object.
scores |
the matrix of scores. |
R |
Direction vectors (or weighting vectors or rotation matrix) to obtain the scores. |
loadings |
the matrix of loadings. |
w |
the overall case weights used for robust dimenstion reduction and classification (depending on the weight function). |
wt |
the group wise obtained case weights in the score space. |
wy |
the case weights for potentially mislabeled observations. |
Results from LDA model:
ldamod |
list with robust pooled within-group covariance (cov) and the two robust group centers (m1, m2) in the score space |
ldafit |
postirior probabilities from robust LDA in the score space. |
ldaclass |
predicted class labels from robust LDA in the score space. |
Results from the regression model with binary response:
coefficients |
vector of coefficients of the weighted regression model. |
intercept |
intercept of weighted regression model. |
residuals |
vector of residuals, true response minus estimated response. |
fitted.values |
the vector of estimated response values. |
coefficients.scaled |
vector of coefficients of the weighted regression model with scaled data. |
intercept.scaled |
intercept of weighted regression model with scaled data. |
Data preprocessing:
YMeans |
value used internally to center response. |
XMean |
vector used internally to center data. |
Xscales |
vector used internally to scale data. |
Yscales |
value used internally to scale response. |
inputs |
list of inputs: parameters, data and scaled data. |
Irene Hoffmann and Sven Serneels
Hoffmann, I., Filzmoser, P., Serneels, S., Varmuza, K., Sparse and robust PLS for binary classification.
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