enpls (version 6.1.1)

enpls.fit: Ensemble Partial Least Squares Regression

Description

Ensemble partial least squares regression.

Usage

enpls.fit(
  x,
  y,
  maxcomp = NULL,
  cvfolds = 5L,
  reptimes = 500L,
  method = c("mc", "boot"),
  ratio = 0.8,
  parallel = 1L
)

Value

A list containing all partial least squares model objects.

Arguments

x

Predictor matrix.

y

Response vector.

maxcomp

Maximum number of components included within each model. If not specified, will use the maximum number possible (considering cross-validation and special cases where n is smaller than p).

cvfolds

Number of cross-validation folds used in each model for automatic parameter selection, default is 5.

reptimes

Number of models to build with Monte-Carlo resampling or bootstrapping.

method

Resampling method. "mc" (Monte-Carlo resampling) or "boot" (bootstrapping). Default is "mc".

ratio

Sampling ratio used when method = "mc".

parallel

Integer. Number of CPU cores to use. Default is 1 (not parallelized).

Author

Nan Xiao <https://nanx.me>

See Also

See enpls.fs for measuring feature importance with ensemble partial least squares regressions. See enpls.od for outlier detection with ensemble partial least squares regressions.

Examples

data("alkanes")
x <- alkanes$x
y <- alkanes$y

set.seed(42)
fit <- enpls.fit(x, y, reptimes = 50)
print(fit)
predict(fit, newx = x)