getxpvorth

Generates the orthogonal part for Xpv

Implements Procrustes cross-validation method for Principal Component Analysis, Principal Component Regression and Partial Least Squares regression models. S. Kucheryavskiy (2023) <doi:10.1016/j.aca.2023.341096>.

Sergey Kucheryavskiy

Procrustes Cross-Validation

getxpvorth function

<dl><dt>q.k</dt>
<dd>vector with orthogonal distances for cross-validation set for segment k</dd>
<dt>X.k</dt>
<dd>matrix with local validation set for segment k</dd>
<dt>PRM</dt>
<dd>projecton matrix for orthogonalization of residuals</dd></dl>

Arguments

Generates the orthogonal part for Xpv — getxpvorth

<dl>

<dt>q.k</dt>
<dd>vector with orthogonal distances for cross-validation set for segment k</dd>


<dt>X.k</dt>
<dd>matrix with local validation set for segment k</dd>


<dt>PRM</dt>
<dd>projecton matrix for orthogonalization of residuals</dd>

</dl>

getxpvorth: Generates the orthogonal part for Xpv

Description

Usage

Value

Arguments