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mpls
2007 Oct 23
1
Compute R2 and Q2 in PLS with pls.pcr package
...nd R2 parameters are given for
each variable of Y). I have tried to compute it myself from the ouput of
mvr but I am not sure if the values of Ypred within the validat slot are
the predictions of each observation of Y when leave-one-out cross
validation is applied.
My code is as follows:
> mypls <- mvr(Xtrain, Ytrain, method="SIMPLS", validation="CV",
ncomp=1, niter=nrow(Ytrain))
> Xhat <- mypls$training$Xscores %*% t(mypls$training$Xload)
> R2 <- 1-(sum((Xhat-Xtrain)^2)/sum(Xtrain^2))
> Q2 <- 1-(sum((Ytrain-mypls$validat$Ypred[,,1])^2)/sum(Ytra...