intervals.tripls: Inference for Tri-PLS estimates

Description Usage Arguments Value Author(s) References Examples

Description

Depending if a data set of new cases is provided, this function provides either confidence intervals for the vector of Tri-PLS regression coefficients, or prediction intervals for the set of new cases. The intervals are computed using error propagation based on a local linearization of order 1.

Usage

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intervals.tripls(res.tripls, alpha = 0.05, Xnew)

Arguments

res.tripls

A "tripls" class regression object containing Tri-PLS regression estimates

alpha

The significance level at which to compute the intervals (positive numeric)

Xnew

Optional. If missing, intervals for the regression coefficients will be calculated. If provided, it should be a three-dimensional numeric array of dimensions n' x p x q, where the dimenions p and q should match those in res.tripls. In that case, predictions and prediction intervals for the n' new cases will be returned.

Value

Returns a list object containing

intervals

A data frame containing the prediction interval's lower limit (llim), the predicted values (either called coefficients or y_predicted, depending on the inputs) and the prediction interval's upper limit (ulim)

df

The estimated number of degrees of freedom

Author(s)

Sven Serneels, BASF Corp.

References

S. Serneels, K. Faber, T. Verdonck, P.J. Van Espen, Case specific prediction intervals for tri-PLS1: The full local linearization. Chemometrics and Intelligent Laboratory Systems, 108 (2011), 93-99.

Examples

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 data(data_3)
 intervals <- intervals.tripls(tripls(data_3$X3,data_3$y3,1),alpha=.05)
 intervals <- intervals.tripls(tripls(data_3$X3,data_3$y3,1),alpha=.05,data_3$X3)

SvenSerneels/tripls_r documentation built on May 4, 2019, 6:30 a.m.