Learn R Programming
matrixpls (version 0.4.0)

inner.centroid: PLS inner estimation with the centroid scheme

Description

Calculates a set of inner weights based on the centroid scheme.

Usage

inner.centroid(S, W, inner.mod, ignoreInnerModel = FALSE, ...)

Arguments

S
Covariance matrix of the data.
W
Weight matrix, where the indicators are on colums and composites are on the rows.
inner.mod
A square matrix specifying the relationships of the composites in the model.
ignoreInnerModel
Should the inner model be ignored and all correlations be used.
...
Other parameters are ignored

Value

  • A matrix of unscaled inner weights E with the same dimesions as inner.mod.

Details

In the centroid scheme, inner weights are set to the signs (1 or -1) of correlations between composites that are connected in the model specified in inner.mod and zero otherwise.

Falls back to to identity scheme for composites that are not connected to any other composites.

References

Lohmöller J.-B. (1989) Latent variable path modeling with partial least squares. Heidelberg: Physica-Verlag.

See Also

Other inner estimators: inner.GSCA; inner.factor; inner.identity; inner.path