extractscores: Latent components extraction via NIPALS.

In therimalaya/lplsReg: Package for lpls regression and classification

Description

Function for extracting latent components from L - structure data using the NIPALS algorithm.

Usage

extractscores(X1, X2, X3, niter = 5, threshold = 0)

Arguments

X1	A data matrix (n x q) whose rows is connected to the rows of X2
X2	A data matrix (n x p) whose rows is connected to the rows of X1, and whose columns are connected to the columns of X3.
X3	A data matrix (m x p) whose columns are connected toe the columns of X2.
niter	Number of NIPALS iterations.
threshold	A threshold parameter in [0, 1) for potential soft - thresholding of the rows of X3.

Value

Returns a list og six latent vectors (normalized).

Author(s)

Solve Sæbø

Examples

data(BCdata)
scores <- extractscores(BCdata$Y,  BCdata$X,  BCdata$Z)
str(scores)

therimalaya/lplsReg documentation built on May 14, 2019, 8:36 a.m.