cv_fit | R Documentation |
cv_snpls
Internal function for cv_snpls
cv_fit(
xtrain,
ytrain,
xval,
yval,
ncomp,
threshold_j = NULL,
threshold_k = NULL,
keepJ = NULL,
keepK = NULL,
method,
metric,
...
)
xtrain |
A three-way training array |
ytrain |
A response training matrix |
xval |
A three-way test array |
yval |
A response test matrix |
ncomp |
Number of components for the sNPLS model |
threshold_j |
Threshold value on Wj. Scaled between [0, 1) |
threshold_k |
Threshold value on Wk. Scaled between [0, 1) |
keepJ |
Number of variables to keep for each component, ignored if threshold_j is provided |
keepK |
Number of 'times' to keep for each component, ignored if threshold_k is provided |
method |
Select between sNPLS, sNPLS-SR or sNPLS-VIP |
metric |
Performance metric (RMSE or AUC) |
... |
Further arguments passed to sNPLS |
Returns the CV root mean squared error or AUC
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