CODE:
function [r,rmsecv,yp] = loocv2(x,y,lv,sel)
if nargin <4;sel = 1;end
T = size(x,1);
yp = zeros(size(y));
for i = 1:T
x1 = x(i,:);
ind = 1:T;ind(i) = [];
x2 = x(ind,:);
y2 = y(ind,:);
if eq(sel,0)
[x2,mx] = mncn(x2);
x1 = scale(x1,mx);
[y2,my] = mncn(y2);
elseif eq(sel,1)
[x2,mx,stdx] = auto(x2);
x1 = scale(x1,mx,stdx);
[y2,my,stdy] = auto(y2);
end
b = simpls(x2,y2,lv);
yp0 = x1 * b(:,lv);
if eq(sel,0)
yp0 = rescale(yp0,my);
elseif eq(sel,1)
yp0 = rescale(yp0,my,stdy);
end
yp(i) = yp0;
end
r = corr(yp,y);
rmsecv = rms(y-yp);
function [mcx,mx] = mncn(x)
%MNCN Mean center scale