correct.spls {spls} | R Documentation |
Correct the initial SPLS coefficient estimates of the selected predictors based on the bootstrapped confidence intervals and draw heatmap-type plots of the original and the corrected coefficient estimates.
correct.spls( object, plot.it=TRUE )
object |
An object obtained from the function ci.spls . |
plot.it |
Draw the heatmap-type plots of the original coefficient estimates and the corrected coefficient estimates? |
The set of the selected variables is updated by setting the coefficients with zero-containing confidence intervals to zero.
Invisibly returns a matrix of corrected coefficient estimates.
Dongjun Chung, Hyonho Chun, and Sunduz Keles.
Chun, H. and Keles, S. (2007). "Sparse partial least squares for simultaneous dimension reduction and variable selection", (http://www.stat.wisc.edu/~keles/Papers/SPLS_Nov07.pdf).
data(mice) # SPLS with eta=0.6 & 1 latent components f <- spls( mice$x, mice$y, K=1, eta=0.6 ) # Calculate the confidence intervals of coefficients ci.f <- ci.spls(f) # Corrected coefficient estimates cf <- correct.spls( ci.f ) cf[20,1:5]