NMath Reference Guide

## PLS |

Class PLS2 performs a Partial Least Squares (PLS) regression calculation
on a set of predictive and response values. The result is used to predict
response variable values.

Inheritance Hierarchy

Syntax

The PLS2 type exposes the following members.

Constructors

Name | Description | |
---|---|---|

PLS2 | Default constructor. Calculator is set to the default. | |

PLS2(IPLS2Calc) | Constructs a PLS2 instance which uses the given calculator. | |

PLS2(DoubleMatrix, DoubleMatrix, Int32) | Constructs a PLS2 instance with the default calculator and performs a PLS2 calculation on the given data. | |

PLS2(IPLS2Calc, DoubleMatrix, DoubleMatrix, Int32) | Constructs a PLS2 instance with the given calculator and performs a PLS2 calculation on the given data. /// |

Properties

Name | Description | |
---|---|---|

Calculator | Gets and sets the calculator. | |

IsGood | Whether the calculation was successful. | |

Message | Gets any message that may have been generated by the algorithm. For example, if the calculation is unsuccessful, the message indicate the reason. | |

NumComponents | Gets and sets the number of predictor variable components to use in the calculation. | |

X | Gets the predictor matrix. | |

Y | Gets the response matrix. |

Methods

Name | Description | |
---|---|---|

Calculate(DataFrame, DataFrame, Int32) | Calculates the partial least squares fit. | |

Calculate(DoubleMatrix, DoubleMatrix, Int32) | Calculates the partial least squares fit. | |

Clone | Creates a deep copy of this PLS2. | |

HotellingsT2 | Calculaties Hotelling's T2 statistic for each sample. T2 can be viewed as the squared distance from a samples projection into the subspace to the centroid of the subspace, or, more simply, the variation of the sample point within the model. | |

Predict(DoubleMatrix) | Predict the responses for a set of predictor values. | |

Predict(DoubleVector) | Calculates the predicted value of the response variable for the given value of the predictor variable. | |

QResiduals | Calculates the Q residuals for in sample in the model. The Q residual for a given sample is the distance between the sample and its projection in the subspace of the model. |

Fields

Name | Description | |
---|---|---|

DEFAULT_CALCULATOR | Calculator to use when no specific calculator is specified. |

See Also