matrixpls (version 0.5.0)

inner.Horst: PLS inner estimation with the Horst scheme

Description

Calculates a set of inner weights based on the Horst scheme.

Usage

inner.Horst(S, W, inner.mod, ignoreInnerModel = FALSE, ...)

Arguments

S

Covariance matrix of the data.

W

Weight matrix, where the indicators are on colums and composites are on the rows.

inner.mod

A square matrix specifying the relationships of the composites in the model.

ignoreInnerModel

Should the inner model be ignored and all correlations be used.

...

Other parameters are ignored

Value

• A matrix of unscaled inner weights E with the same dimesions as inner.mod.

Details

In the Hosrt scheme, inner weights are unit weights for composites that are connected in the model specified in inner.mod and zero otherwise.

Falls back to to identity scheme for composites that are not connected to any other composites.

References

Tenenhaus, A., & Tenenhaus, M. (2011). Regularized Generalized Canonical Correlation Analysis. Psychometrika, 76(2), 257–284. doi:10.1007/s11336-011-9206-8

See Also

Other inner estimators: inner.GSCA; inner.centroid; inner.factor; inner.identity; inner.path