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theunscrambler
2009 Oct 01
0
Confidence intervals PLS prediction
...mate
on the reliability of the predicted values).
Has 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 fun...