bigPLSR (version 0.7.2)

pls_information_criteria: Compute information criteria for component selection

Description

Compute information criteria for component selection

Usage

pls_information_criteria(object, X, Y, max_comp = NULL)

Value

A data frame with RSS, RMSE, AIC and BIC per component.

Arguments

object

A fitted PLS model.

X

Training design matrix.

Y

Training response matrix or vector.

max_comp

Maximum number of components to consider.

Examples

set.seed(123)
X <- matrix(rnorm(60), nrow = 20)
y <- X[, 1] - 0.5 * X[, 2] + rnorm(20, sd = 0.1)
fit <- pls_fit(X, y, ncomp = 2, scores = "r")
pls_information_criteria(fit, X, y)