regressvcacpVI

Location: CuBatch\Model_PCAVI\regressvcacpVI.m

function [B,err,PxY,vexpvi,Avi,Bvi,vexpX,Ax,Bx] = regressvcacpVI (Y,X,rx,ryvi,algo,opti);

Description:
Executes a cross-validation (1 by 1) for IV-PCA(rx,ryvi)

Inputs:
Y: data Y (matrix)
X: data X (matrix)
rx: number of PC (for X)
ryvi: number of PC (for Y)
algo: 'SVD' or 'Nipals'
optio: see Matlab help for svds built-in function.

Outputs:
B: regression coefficient matrix
err: error of prediction by cross validation
PxY: the projected of Y on X.
vexpvi: Explained variation for PCA(PxY)
Avi: score of pca(PxY).
Bvi: loadings of pca(PxY).
vexpX: Explained variation for PCA(X)
Ax: score of pca(X).
Bx: loadings of pca(X).

Called by:
choixcompvcacpvi2

Subroutines:
Internal: None
External: acpvif, predicacpvi

Author:
Christophe Durville
TOTALFINAELF (CReS)
Université Marne-La-Vallée
France

Last modified: 13-Jun-2002 11:41:08

Contact: Christophe Durville, cdurpp@ifrance.com

References