spls (version 1.0-0)

correct.spls: Correct the initial SPLS coefficient estimates based on the bootstrapped confidence intervals

Description

Correct the initial SPLS coefficient estimates of the selected predictors based on the bootstrapped confidence intervals and draw heatmap-type plots of the original and the corrected coefficient estimates.

Usage

correct.spls( object, plot.it=TRUE )

Arguments

object

An object obtained from the function ci.spls.

plot.it

Draw the heatmap-type plots of the original coefficient estimates and the corrected coefficient estimates?

Value

• Invisibly returns a matrix of corrected coefficient estimates.

Details

The set of the selected variables is updated by setting the coefficients with zero-containing confidence intervals to zero.

References

Chun, H. and Keles, S. (2007). "Sparse partial least squares for simultaneous dimension reduction and variable selection", (http://www.stat.wisc.edu/~keles/Papers/SPLS_Nov07.pdf).

See Also

ci.spls.

Examples

data(mice)
# SPLS with eta=0.6 & 1 latent components
f <- spls( mice$x, mice$y, K=1, eta=0.6 )
# Calculate the confidence intervals of coefficients
ci.f <- ci.spls(f)
# Corrected coefficient estimates
cf <- correct.spls( ci.f )
cf[20,1:5]