calc_pve: Calculate percentage of variance explained (PVE)
In matt-sutton/sgspls: Sparse group-subgroup partial least squares

Description Usage Arguments Value References See Also Examples

Function to evaluate the PEV and recommend a number of components to select.

1	calc_pve(object)

object

Object of class inheriting from "sgspls". The function will retrieve some key parameters stored in that object.

PVE returns a vector of percentage of variance explained by the scores in the PLS method. See references for details.

Liquet Benoit, Lafaye de Micheaux, Boris Hejblum, Rodolphe Thiebaut. A group and Sparse Group Partial Least Square approach applied in Genomics context. Submitted.

Tuning functions calc_pve, tune_sgspls, tune_groups. Model performance and estimation predict.sgspls, perf.sgspls, coef.sgspls

set.seed(1)
n = 50; p = 500; 

X = matrix(rnorm(n * p), ncol = p, nrow = n)

beta <- rep(0,p)
beta[1:20] <- 1:20

y = X %*% beta + 0.1*rnorm(n)

model <- sgspls(X, y, ncomp = 3, mode = "regression")
calc_pve(model)