RVAideMemoire (version 0.9-5)

MVA.cmv: Cross model validation

Description

Performs cross model validation (2CV) with different PLS analyses.

Usage

MVA.cmv(X, Y, repet = 10, kout = 7, kinn = 8, ncomp = 8, model = c("PLSR",
  "CPPLS", "PLS-DA", "PPLS-DA", "PLS-DA/LDA", "PLS-DA/QDA", "PPLS-DA/LDA",
  "PPLS-DA/QDA"), crit.inn = c("RMSEP", "Q2", "NMC"), Q2diff = 0.05,
  lower = 0.5, upper = 0.5, Y.add = NULL, weights = rep(1, nrow(X)),
  set.prior = FALSE, crit.DA = c("plug-in", "predictive", "debiased"), ...)

Arguments

X

a data frame of independent variables.

Y

the dependent variable(s): numeric vector, data frame of quantitative variables or factor.

repet

an integer giving the number of times the whole 2CV procedure has to be repeated.

kout

an integer giving the number of folds in the outer loop.

kinn

an integer giving the number of folds in the inner loop.

ncomp

an integer giving the maximal number of components to be tested in the inner loop (can be re-set depending on the size of the train sets).

model

the model to be fitted (see Details).

crit.inn

the criterion to be used to choose the number of components in the inner loop. Root Mean Square Error of Prediction ("RMSEP", default) and Q2 ("Q2") are only used for PLSR and CPPLS, whereas the Number of MisClassifications (

Q2diff

the threshold to be used if the number of components is chosen according to Q2. The next component is added only if it makes the Q2 increase more than Q2diff (5% by default).

lower

a vector of lower limits for power optimisation in CPPLS or PPLS-DA (see cppls.fit).

upper

a vector of upper limits for power optimisation in CPPLS or PPLS-DA (see cppls.fit).

Y.add

a vector or matrix of additional responses containing relevant information about the observations, in CPPLS or PPLS-DA (see cppls.fit).

weights

a vector of individual weights for the observations, in CPPLS or PPLS-DA (see cppls.fit).

set.prior

only used when a second analysis (LDA or QDA) is performed. If TRUE, the prior probabilities of class membership are defined according to the mean weight of individuals belonging to each class. If FALSE, prior probabilities are o

crit.DA

criterion used to predict class membership when a second analysis (LDA or QDA) is used. See predict.lda.

...

other arguments to pass to plsr (PLSR, PLS-DA) or cppls (CPPLS, PPLS-DA).

Value

• model
  model used.
• type
  type of model used.
• repet
  number of times the whole 2CV procedure was repeated.
• kout
  number of folds in the outer loop.
• kinn
  number of folds in the inner loop.
• crit.inn
  criterion used to choose the number of components in the inner loop.
• crit.DA
  criterion used to classify individuals of the test and validation sets.
• Q2diff
  threshold used if the number of components is chosen according to Q2.
• models.list
  list of of models generated (repet*kout models), for PLSR, CPPLS, PLS-DA and PPLS-DA.
• models1.list
  list of of (P)PLS-DA models generated (repet*kout models), for PLS-DA/LDA, PLS-DA/QDA, PPLS-DA/LDA and PPLS-DA/QDA.
• models2.list
  list of of LDA/QDA models generated (repet*kout models), for PLS-DA/LDA, PLS-DA/QDA, PPLS-DA/LDA and PPLS-DA/QDA.
• RMSEP
  RMSEP computed from the models used in the outer loops (repet values).
• Q2
  Q2 computed from the models used in the outer loops (repet values).
• NMC
  NMC computed from the models used in the outer loops (repet values).

Details

Cross model validation is detailed is Szymanska et al (2012). Some more details about how this function works: - when a discriminant analysis is used ("PLS-DA", "PPLS-DA", "PLS-DA/LDA", "PLS-DA/QDA", "PPLS-DA/LDA" or "PPLS-DA/QDA"), the training sets (test set itself in the inner loop, test+validation sets in the outer loop) are generated in respect to the relative proportions of the levels of Y in the original data set (see splitf). - "PLS-DA" is considered as PLS2 on a dummy-coded response. For a PLS-DA based on the CPPLS algorithm, use "PPLS-DA" with lower and upper limits of the power parameters set to 0.5. - if a second analysis is used ("PLS-DA/LDA", "PLS-DA/QDA", "PPLS-DA/LDA" or "PPLS-DA/QDA"), a LDA or QDA is built on scores of the first analysis (PLS-DA or PPLS-DA) also in the inner loop. The number of misclassifications, based on this second analysis, is used to choose the number of components.

References

Szymanska E, Saccenti E, Smilde AK and Westerhuis J (2012) Double-check: validation of diagnostic statistics for PLS-DA models in metabolomics studies. Metabolomics (2012) 8:S3-S16.

See Also

predict.MVA.cmv, mvr, lda, qda

Examples

require(pls)
require(MASS)

# PLSR
data(yarn)
MVA.cmv(yarn$NIR,yarn$density,model="PLSR")

# PPLS-DA coupled to LDA
data(mayonnaise)
MVA.cmv(mayonnaise$NIR,factor(mayonnaise$oil.type),model="PPLS-DA/LDA",crit.inn="NMC")