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Title: Multivariate Partial Least Squares (R)

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Type of Tool R-Function
Title Multivariate Partial Least Squares (R)
Programmer/Email Danh Nguyen
Contributing Site Davis
Description This function computes the K PLS components based on X & Y matrices and associated quantities. Y can be a vector or a matrix of multiple responses.
Classification Graph Type

References SAS Institute Inc. (1999). The PLS procedure. SAS/STAT User's Guide,
Version 8, Cary, NC, pp. 2693-2734.
Wold, S. (1994). PLS for multivariate linear modeling. In Waterbeemed,
H. (ed), Chemometric Methods in Molecular Design, Verlag-Chemie,
Germany, pp. 195-218.
Datasets

Data

Software Program R
Software R
Macro Parameters Input argument(s)
X_s Matrix of predictors (genes)--standardized to mean 0 variance 1
variance 1 ("training X" of size n x p).
Y_s Matrix (or vector) of responses Y_s--also standardized
("training Y" of size nxL).
X_ps Matrix of predictor values (test/validation X) to construct
test components, X_ps (of size mxp).
lv The number of PLS components (lv).

Return(s):
T1 n x lv matrix of PLS training components based on training
information.
T2 m x lv matrix of PLS test components contructed from training
information.
PVEX 1 x lv vector of cummulative percent of X-variation explained.
PVEY 1 x lv vector of cummulative percent of Y-variation explained.
W p x lv matrix of X-weights.
B p x 1 vector of "regression coefficients".
V p x 1 vector of linear combination of sum of squares of X-weights
This is the so called 'VIP' (variable influence on projection)
(Wold 1994; SAS Institue Inc., 1999).

R-Code - Attachment Davis_Partial Least Squares_R Function
R-Code

SAS-Code - Attachment

SAS-Code

Stata-Code - Attachment

Stata-Code

Other Code - Attachment

Other Code

Called Data Manipulation

Called Tool/Utility

Called Checking Macro

Called Other

Creation-Date

Revision-Date

Example Code

Example Output

SAS Examples

SAS_Example_Code

SAS_Example_Output

R Examples

R_Example_Code

R_Example_Output

Stats Examples

Special Features

Special Features Attached

Special Features Text
  • X is standardized so rank(X)=n-1 so maximum value that lv can take is n-1.
    * Also, to get the correct test components the standardization of the test data X_p (denoted X_ps) needs to be done properly; i.e. based on column means and variance from the training data. X_ps is obtained by call to function STANDARDIZE_PRED.m.
Notes1-Legend Section with calls to needed macros
Notes1

Notes2-Legend Macro call with fully specified parameters
Notes2

Notes3-Legend Section with definitions of global macro parameters
Notes3

Notes4-Legend Section with definitions of local macro variables
Notes4

See Also Partial Least Squares Research Topic

Partial Least Squares SAS
Checklists

Stat Tools Disclaimer History:
Date/Last Modified: 10.28.01/07.19.01 (Danh V. Nguyen), Matlab code.
Translated to R in 2007 (Ying Chen).
Full testing of exact correspondence of results to Matlab, R and SAS
08.14.08 (D.V. Nguyen).
Discliamer The views expressed within CTSpedia are those of the author and must not be taken to represent policy or guidance on the behalf of any organization or institution with which the author is affiliated.
Permission Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF ERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT OLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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Topic revision: r9 - 21 Jun 2012 - 14:12:28 - MaryBanach
 

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