| correct.spls {spls} | R Documentation |
Correct initial SPLS coefficient estimates of the selected predictors based on bootstrapped confidence intervals and draw heatmap of original and corrected coefficient estimates.
correct.spls( object, plot.it=TRUE )
object |
An object obtained from the function |
plot.it |
Draw the heatmap of original coefficient estimates and 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 (2010), "Sparse partial least squares for simultaneous dimension reduction and variable selection", Journal of the Royal Statistical Society - Series B, Vol. 72, pp. 3–25.
data(mice) # SPLS with eta=0.6 & 1 latent components f <- spls( mice$x, mice$y, K=1, eta=0.6 ) # Calculate confidence intervals of coefficients ci.f <- ci.spls(f) # Corrected coefficient estimates cf <- correct.spls( ci.f ) cf[20,1:5]