sNPLS (version 1.0.27)

cv_fit: Internal function for cv_snpls

Description

Internal function for cv_snpls

Usage

cv_fit(
  xtrain,
  ytrain,
  xval,
  yval,
  ncomp,
  threshold_j = NULL,
  threshold_k = NULL,
  keepJ = NULL,
  keepK = NULL,
  method,
  ...
)

Arguments

xtrain

A three-way training array

ytrain

A response training matrix

xval

A three-way test array

yval

A response test matrix

ncomp

Number of components for the sNPLS model

threshold_j

Threshold value on Wj. Scaled between [0, 1)

threshold_k

Threshold value on Wk. Scaled between [0, 1)

keepJ

Number of variables to keep for each component, ignored if threshold_j is provided

keepK

Number of 'times' to keep for each component, ignored if threshold_k is provided

method

Select between sNPLS, sNPLS-SR or sNPLS-VIP

...

Further arguments passed to sNPLS

Value

Returns the CV mean squared error