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2009 Oct 01
0
Confidence intervals PLS prediction
...as anyone looked into and/or developed an algorithm or function that calculates the prediction uncertainty? In order to report on the accuracy and reliability of the predicted values, we need to report on the yDeviation (as in http://www.camo.com/TheUnscrambler/Appendices/The%20Unscrambler%20Method%20References.pdf on page 31). I have extensively read and searched the available literature on plsr, mvr, predict, etc. as well as the Nabble forums but I couldn't find any reference to this kind of uncertainty values. I am considering writing my own function for this, but if this has already been addresse...