rpls: Ridge Partial Least Square for binary data

Description Usage Arguments Details Value Author(s) References See Also Examples

Description

The function mrpls performs prediction using Fort and Lambert-Lacroix (2005) RPLS algorithm.

Usage

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rpls(Ytrain,Xtrain,Lambda,ncomp,Xtest=NULL,NbIterMax=50)

Arguments

Xtrain

a (ntrain x p) data matrix of predictors. Xtrain must be a matrix. Each row corresponds to an observation and each column to a predictor variable.

Ytrain

a ntrain vector of responses. Ytrain must be a vector. Ytrain is a {1,2}-valued vector and contains the response variable for each observation.

Xtest

a (ntest x p) matrix containing the predictors for the test data set. Xtest may also be a vector of length p (corresponding to only one test observation).If Xtest is not equal to NULL, then the prediction step is made for these new predictor variables.

Lambda

a positive real value. Lambda is the ridge regularization parameter.

ncomp

a positive integer. ncomp is the number of PLS components. If ncomp=0,then the Ridge regression is performed without reduction dimension.

NbIterMax

a positive integer. NbIterMax is the maximal number of iterations in the Newton-Rapson parts.

Details

The columns of the data matrices Xtrain and Xtest may not be standardized, since standardizing is performed by the function rpls as a preliminary step before the algorithm is run.

The procedure described in Fort and Lambert-Lacroix (2005) is used to determine latent components to be used for classification and when Xtest is not equal to NULL, the procedure predicts the labels for these new predictor variables.

Value

A list with the following components:

Ytest

the ntest vector containing the predicted labels for the observations from Xtest.

Coefficients

the (p+1) vector containing the coefficients weighting the design matrix.

DeletedCol

the vector containing the column number of Xtrain when the variance of the corresponding predictor variable is null. Otherwise DeletedCol=NULL

hatY

If ncomp is greater than 1, hatY is a matrix of size ntest x ncomp in such a way that the kth column corresponds to the predicted label obtained with k PLS components.

Author(s)

Sophie Lambert-Lacroix (http://membres-timc.imag.fr/Sophie.Lambert/).

References

G. Fort and S. Lambert-Lacroix (2005). Classification using Partial Least Squares with Penalized Logistic Regression, Bioinformatics, vol 21, n 8, 1104-1111.

See Also

rpls.cv, mrpls, mrpls.cv.

Examples

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# load plsgenomics library
library(plsgenomics)

# load Colon data
data(Colon)
IndexLearn <- c(sample(which(Colon$Y==2),12),sample(which(Colon$Y==1),8))

# preprocess data
res <- preprocess(Xtrain= Colon$X[IndexLearn,], Xtest=Colon$X[-IndexLearn,],
                    Threshold = c(100,16000),Filtering=c(5,500),
                    log10.scale=TRUE,row.stand=TRUE)
# the results are given in res$pXtrain and res$pXtest

# perform prediction by RPLS
resrpls <- rpls(Ytrain=Colon$Y[IndexLearn],Xtrain=res$pXtrain,Lambda=0.6,ncomp=1,Xtest=res$pXtest)
resrpls$hatY
sum(resrpls$Ytest!=Colon$Y[-IndexLearn])

# prediction for another sample
Xnew <- res$pXtest[1,]
# Compute the linear predictor for each classes expect class 0
eta <- c(1,Xnew) %*% resrpls$Coefficients
Ypred <- which.max(c(0,eta))
Ypred

plsgenomics documentation built on May 2, 2019, 4:51 p.m.