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PLS1CrossValidation Class

Class PLS1CrossValidation performs an evaluation of a PLS (Partial Least Squares) model.
Inheritance Hierarchy
SystemObject
  CenterSpace.NMath.CorePLS1CrossValidation

Namespace:  CenterSpace.NMath.Core
Assembly:  NMath (in NMath.dll) Version: 7.4
Syntax
[SerializableAttribute]
public class PLS1CrossValidation : ICloneable

The PLS1CrossValidation type exposes the following members.

Constructors
  NameDescription
Public methodPLS1CrossValidation
Default constructor. Constructs a PLS1CrossValidation instance that uses the "leave one out" cross validation and the Nipals algorithm. LeaveOneOutSubsets
Public methodPLS1CrossValidation(ICrossValidationSubsets)
Constructs a PLS1CrossValidation instance which uses the given subset generator and the Nipals algorithm.
Public methodPLS1CrossValidation(IPLS1Calc, ICrossValidationSubsets)
Constructs a PLS1CrossValidation instance which uses the given PLS calculator and subset generator.
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Properties
  NameDescription
Public propertyAverageMeanSqrError
Gets the average of the mean square errors for each training/testing subsets pair.
Public propertyCalculator
Gets and sets the PLS1 calculator to use for PLS1 calculations.
Public propertyIsGood
Returns true if all the PLS2 calculations were successful. If one or more calculations failed, false is returned. The results may be examined to determine which calculations failed.
Public propertyResults
Gets the results of the cross validation for each training/testing subsets pair.
Public propertySubsetGenerator
Gets and sets the subset generator to use to generate testing and training subsets.
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Methods
  NameDescription
Public methodClone
Creates a deep copy of this PLS1CrossValidation.
Public methodDoCrossValidation
Performs cross validation on the given data using the existing PLS1 calculator and subset generator.
Public methodDoCrossValidationPls1
Performs cross validation on the given data using the given PLS1 calculator and number of components.
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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.

See Also