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SparsePls(DoubleMatrix, DoubleMatrix, Int32, Int32, Int32, SparsePLSMode, Int32, Double) Constructor

Constructs a SparsePls object from the given parameters and performs the sparse PLS calculation on the given data. The data is first centered and scaled by standard deviation.

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public SparsePls(
	DoubleMatrix X,
	DoubleMatrix Y,
	int numComponents,
	int[] keepX = null,
	int[] keepY = null,
	SparsePLSMode mode = SparsePLSMode.Regression,
	int maxIterations = 500,
	double tolerance = 1E-06
)

Parameters

X  DoubleMatrix
Matrix of predictor values.
Y  DoubleMatrix
Matrix of responses.
numComponents  Int32
The number of components to include in the model.
keepX  Int32  (Optional)
Vector with length equal to the number of components, the number of variables to keep in the X loadings for each component. The default is to keep all variables.
keepY  Int32  (Optional)
Vector with length equal to the number of components, the number of variables to keep in the Y loadings for each component. The default is to keep all variables.
mode  SparsePLSMode  (Optional)
Use regression on canonical mode.
maxIterations  Int32  (Optional)
Maximum number of iterations. Default is 500.
tolerance  Double  (Optional)
The tolerance used in the iterative algorithm. Default is 1e-6.
See Also