NPLStoolbox (version 1.1.0)

ncrossreg: Cross-validation of NPLS by classical K-fold CV.

Description

This function runs ACMTF-R with cross-validation. A deterministic K–fold partition is used: the subjects are split in order into cvFolds groups. For each fold the training set consists of the other folds and the test set is the current fold.

Usage

ncrossreg(X, y, maxNumComponents = 5, maxIter = 120, cvFolds = dim(X)[1])

Value

A list with two elements: - varExp: a tibble with the variance–explained (for X and Y) per number of components. - RMSE: a tibble with the RMSE (computed over the unified CV prediction vector) per number of components.

Arguments

X

Centered tensor of independent data

y

Centered dependent variable

maxNumComponents

Maximum number of components to investigate (default 5).

maxIter

Maximum number of iterations (default 100).

cvFolds

Number of folds to use in the cross-validation. For example, if cvFolds is 5, then the subjects are deterministically partitioned into 5 groups (each CV iteration uses 4/5 for training and 1/5 for testing). Default: equal to the number of subjects (i.e. jack-knifing).

Examples

set.seed(123)
X <- array(rnorm(25 * 5 * 4), dim = c(25, 5, 4))
y <- rnorm(25)  # Random response variable
result = ncrossreg(X, y, cvFolds=2, maxNumComponents=2)