PCT变换模型 matlab,求助~关于部分线性模型的MATLAB程序

Description

[XL,YL] = plsregress(X,Y,ncomp) computes a partial least-squares (PLS) regression of Y on X, using ncomp PLS components, and returns the predictor and response loadings in XL and YL, respectively. X is an n-by-p matrix of predictor variables, with rows corresponding to observations and columns to variables. Y is an n-by-m response matrix. XL is a p-by-ncomp matrix of predictor loadings, where each row contains coefficients that define a linear combination of PLS components that approximate the original predictor variables. YL is an m-by-ncomp matrix of response loadings, where each row contains coefficients that define a linear combination of PLS components that approximate the original response variables.

[XL,YL,XS] = plsregress(X,Y,ncomp) returns the predictor scores XS, that is, the PLS components that are linear combinations of the variables in X. XS is an n-by-ncomp orthonormal matrix with rows corresponding to observations and columns to components.

[XL,YL,XS,YS] = plsregress(X,Y,ncomp) returns the response scores YS, that is, the linear combinations of the responses with which the PLS components XS have maximum covariance. YS is an n-by-ncomp matrix with rows corresponding to observations and columns to components. YS is neither orthogonal nor normalized.

plsregress uses the SIMPLS algorithm, first centering X and Y by subtracting off column means to get centered variables X0 and Y0. However, it does not rescale the columns. To perform PLS with standardized variables, use

If ncomp is omitted, its default value is min(size(X,1)-1,size(X,2)).

The relationships between the scores, loadings, and centered variables X0 and Y0 are:

XL = (XS\X0)' = X0'*XS,

YL = (XS\Y0)' = Y0'*XS,

XL and YL are the coefficients from regressing X0 and Y0 on XS, and XS*XL' and XS*YL' are the PLS approximations to X0 and Y0.

plsregress initially computes YS as:

YS = Y0*YL = Y0*Y0'*XS,

By convention, however, plsregress then orthogonalizes each column of YS with respect to preceding columns ofXS, so that XS'*YS is lower triangular.

[XL,YL,XS,YS,BETA] = PLSREGRESS(X,Y,ncomp,...) returns the PLS regression coefficients BETA. BETA is a (p+1)-by-m matrix, containing intercept terms in the first row:

Y = [ones(n,1),X]*BETA + Yresiduals,

Y0 = X0*BETA(2:end,:) + Yresiduals. Here Yresiduals is the vector of response residuals.

[XL,YL,XS,YS,BETA,PCTVAR] = plsregress(X,Y,ncomp) returns a 2-by-ncomp matrix PCTVAR containing the percentage of variance explained by the model. The first row of PCTVAR contains the percentage of variance explained in X by each PLS component, and the second row contains the percentage of variance explained in Y.

[XL,YL,XS,YS,BETA,PCTVAR,MSE] = plsregress(X,Y,ncomp) returns a 2-by-(ncomp+1) matrix MSE containing estimated mean-squared errors for PLS models with 0:ncomp components. The first row of MSE contains mean-squared errors for the predictor variables in X, and the second row contains mean-squared errors for the response variable(s) in Y.

[XL,YL,XS,YS,BETA,PCTVAR,MSE] = plsregress(...,param1,val1,param2,val2,...) specifies optional parameter name/value pairs from the following table to control the calculation of MSE.ParameterValue

'cv'

The method used to compute MSE.When the value is a positive integer k, plsregress uses k-fold cross-validation.

When the value is an object of the

When the value is 'resubstitution', plsregress uses X and Y both to fit the model and to estimate the mean-squared errors, without cross-validation.

The default is 'resubstitution'.

'mcreps'

A positive integer indicating the number of Monte-Carlo repetitions for cross-validation. The default value is 1. The value must be 1 if the value of 'cv' is 'resubstitution'.

options

A structure that specifies whether to run in parallel, and specifies the random stream or streams. Create the options structure withUseParallel — Set to true to compute in parallel. Default is false.

UseSubstreams — Set to true to compute in parallel in a reproducible fashion. Default isfalse. To compute reproducibly, set Streams to a type allowing substreams: 'mlfg6331_64'or 'mrg32k3a'.

Streams — A

[XL,YL,XS,YS,BETA,PCTVAR,MSE,stats] = PLSREGRESS(X,Y,ncomp,...) returns a structure stats with the following fields:W — A p-by-ncomp matrix of PLS weights so that XS = X0*W.

T2 — The T2 statistic for each point in XS.

Xresiduals — The predictor residuals, that is, X0-XS*XL'.

Yresiduals — The response residuals, that is, Y0-XS*YL'.