Class PLS1CrossValidation performs an evaluation of a PLS (Partial Least
Squares) model.
Namespace:
CenterSpace.NMath.StatsAssembly: NMathStats (in NMathStats.dll) Version: 3.4.0.0
Syntax
| C# |
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[SerializableAttribute] public class PLS1CrossValidation : ICloneable |
| Visual Basic (Declaration) |
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<SerializableAttribute> _ Public Class PLS1CrossValidation _ Implements ICloneable |
| Visual C++ |
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[SerializableAttribute] public ref class PLS1CrossValidation : ICloneable |
Remarks
Evaluation consists of dividing the data into two
subsets - a training subset and a testing subset. A PLS calculation
is performed on the the training subset and the resulting model is
used to predict the values of the dependent variables in the testing
set. The mean square error between the actual and predicted dependent
values is then calculated. Usually, the data is divided up into several
training and testing subsets and calculations are done on each of these.
In this case the average mean square error over each PLS calculation
is reported (the individual mean square errors are available as well).
The subsets to use in the cross validation are specifed by providing
an implementation of the ICrossValidationSubsets interface. Classes
that implement this interface generate training and testing subsets
from PLS data.