#' Calculating a single OPLS component
#' @param X Input matrix with rows and columns representing observations and variables
#' @param Y Dependent variable, in form of dummy matrix (multi-levels allowed) or numeric column vector
#' @return Returned is a list with the following entries:
#' \item{Filtered X}{Orthogonal filtered X matrix.}
#' \item{Scores X pred}{PLS component scores.}
#' \item{Loadings X pred}{PLS component loadings for X.}
#' \item{Weights pred}{PLS component variable weights for X.}
#' \item{Scores X orth}{Orthogonal component scores.}
#' \item{Loaadings X orth}{Orthogonal component loadings for X.}
#' \item{Weights X orth}{Orthogonal component X variable weights.}
#' \item{Loadings Y}{PLS component Y loadings.}
#' @description Calculating a single OPLS component. This function should only be used for two level-Y, coded as a numeric vector.
#' @references Trygg J. and Wold, S. (2002) Orthogonal projections to latent structures (O-PLS). \emph{Journal of Chemometrics}, 16.3, 119-128.
#' @author Torben Kimhofer \email{tkimhofer@@gmail.com}
#' @noRd
NIPALS_OPLS_component <- function(X, Y) {
# 4 initialise scores u with column of Y, this is for two level outcome
u <- cbind(Y[, 1])
dd <- 1
count <- 1
while (dd > 1e-10) {
# 1 calc weights scores and loadings
w_h <- (t(u) %*% X)/drop(crossprod(u))
# 2 normalise with norm
w_h <- t(w_h)/sqrt(sum(w_h[1, ]^2)) # normalisation
# 3 calc scores X
t_h <- (X %*% w_h)/crossprod(w_h)[1, 1]
# if(count>1){ dd=sum((t_h[,1]-t_old[,1])^2); #print(dd) } 4 calc loadings Y -> c is q
c_h <- (t(t_h) %*% Y)/drop(crossprod(t_h))
# c_h=c_h/sqrt(sum(c_h[1,]^2)) # normalisation 5. cal new u and compare with one in previus iteration (stop criterion)
u_new <- (Y %*% t(c_h))/drop(crossprod(t(c_h)))
if (count > 1) {
dd <- sum((u_new - u)^2)/sum(as.numeric(u_new)^2)
print(dd)
}
u <- u_new
count <- count + 1
}
# 6 calc loadings
p_h <- (t(t_h) %*% X)/drop(crossprod(t_h))
# # for multicolumn Y: estimate orthogonal component # 11: orthogonalise p_h (use the scores of Y weights: T_w) for(i in 1:ncol(T_w)){
# t_w=cbind(T_w[,i]) p_h=p_h - ((t(t_w) %*% t(p_h)/crossprod(t_w)[1,1]) %*% t(t_w)) } step 7
w_o <- p_h - ((t(w_h) %*% t(p_h)/drop(crossprod(w_h))) %*% t(w_h))
# 8: normalise
w_o <- w_o/sqrt(sum(w_o[1, ]^2)) # normalisation
# 9: orthogonal scores
t_o <- (X %*% t(w_o))/drop(crossprod(t(w_o)))
# 10 orthogonal laodings
p_o <- (t(t_o) %*% X)/drop(crossprod(t_o))
# 16: return paramters 11: Filter data
E_opls <- X - (t_o %*% p_o)
# Y_res = Y - u %*% c_h
res <- list(`Filtered X` = E_opls, `Scores X pred` = t_h, `Loadings X pred` = p_h, `Weights pred` = w_h, `Scores X orth` = t_o, `Loadings X orth` = p_o,
`Weights X orth` = w_o, `Loadings Y` = c_h)
return(res)
}
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