偏最小二乘法PS回归NIPALS算法的Matlab程序及例子.docVIP

偏最小二乘法PLS回归NIPALS算法的Matlab程序及例子 function [T,P,W,Wstar,U,b,C,B_pls,...??????? Bpls_star,Xori_rec,Yori_rec,...??????? R2_X,R2_Y]=PLS_nipals(X,Y,nfactor)% USAGE: [T,P,W,Wstar,U,b,C,Bpls,Bpls_star,Xhat,Yhat,R2X,R2Y]=PLS_nipals(X,Y,nfact)% PLS regression NIPALS algorithm PLS回归NIPALS算法% Compute the PLS regression coefficients PLS回归系数的计算% X=T*P Y=T*B*C=X*Bpls X and Y being Z-scores%????????????????????????? B=diag(b)%??? Y=X*Bpls_star with X being augmented with a col of ones%?????????????????????? and Y and X having their original units% T*T=I (NB normalization SAS)% W*W=I%% Test for P