plotSEPprm: Plot trimmed SEP from repeated DCV of PRM
Description
Generate plot showing trimmed SEP values for Repeated Double Cross Validation for
Partial RObust M-Regression (PRM)
Usage
plotSEPprm(prmdcvobj, optcomp, y, X, complete = TRUE, ...)
Arguments
prmdcvobj
object from repeated double-CV of PRM, see prm_dcv
optcomp
optimal number of components
y
data from response variable
X
data with explanatory variables
complete
if TRUE the trimmed SEPcv values are drawn and computed from
prm_cv for the same range of components as included in the prmdcvobj
object; if FALSE only optcomp components are computed and their
SEPdcvall trimmed SEP values from repeated double-CV
SEPcvtrimmed SEP values from usual CV
Details
After running repeated double-CV for PRM, this plot visualizes the distribution of the SEP values.
While the gray lines represent the resulting trimmed SEP values from repreated double CV,
the black line is the result for standard CV with PRM, and it is usually too optimistic.
References
K. Varmuza and P. Filzmoser: Introduction to Multivariate Statistical Analysis
in Chemometrics. CRC Press, Boca Raton, FL, 2009.